+312.4%
A vs RVTY
+216.9%
+95.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | +0.7% | +4.1% | -3.4% | -1.8% |
| 30D | +0.8% | +1.3% | -0.5% | -0.4% |
| 3M | +16.9% | +33.3% | -16.4% | -3.2% |
| 6M | +53.8% | +58.3% | -4.5% | +13.8% |
| YTD | +28.1% | +62.7% | -34.6% | -8.2% |
| 1Y | +15.0% | +67.2% | -52.2% | -19.2% |
| 3Y | +63.1% | +87.3% | -24.2% | +3.4% |
| 5Y | +11.5% | -13.4% | +24.9% | +13.5% |
| All | +312.4% | +216.9% | +95.5% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling