+24.7%
Z vs RVTY
+154.5%
-129.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -3.0% | +1.1% | -4.1% | -3.6% |
| 30D | -4.2% | +13.2% | -17.4% | -11.5% |
| 3M | -3.7% | +27.2% | -31.0% | -18.3% |
| 6M | -24.5% | +32.4% | -56.9% | -38.5% |
| YTD | -49.3% | +34.9% | -84.2% | -59.4% |
| 1Y | -58.7% | +52.4% | -111.0% | -69.7% |
| 3Y | -34.1% | +12.3% | -46.4% | -43.9% |
| 5Y | -64.5% | -30.8% | -33.7% | -58.2% |
| 10Y | -0.5% | +150.7% | -151.2% | -51.7% |
| All | +24.7% | +154.5% | -129.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling