+363.8%
ALL vs RVTY
+217.6%
+146.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.1% |
| 7D | -3.9% | +6.0% | -9.9% | -5.1% |
| 30D | +10.6% | +4.3% | +6.3% | +9.4% |
| 3M | -4.6% | +40.2% | -44.8% | -11.3% |
| 6M | +20.2% | +59.3% | -39.1% | +8.3% |
| YTD | +23.7% | +66.5% | -42.8% | +9.2% |
| 1Y | +27.9% | +77.5% | -49.6% | +11.0% |
| 3Y | +109.2% | +92.5% | +16.7% | +70.6% |
| 5Y | +148.0% | -6.8% | +154.8% | +144.1% |
| 10Y | +363.8% | +225.4% | +138.4% | +192.8% |
| All | +363.8% | +217.6% | +146.1% | +192.8% |
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