+55.5%
AR vs RVTY
+219.6%
-164.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +4.5% | +1.7% | +2.8% | +3.6% |
| 3M | +1.0% | +36.8% | -35.8% | -9.9% |
| 6M | +4.4% | +60.1% | -55.7% | -12.4% |
| YTD | +10.9% | +64.0% | -53.1% | -9.6% |
| 1Y | +8.6% | +68.2% | -59.7% | -12.6% |
| 3Y | +48.5% | +88.8% | -40.3% | +9.1% |
| 5Y | +95.7% | -10.5% | +106.3% | +91.5% |
| 10Y | +55.5% | +219.7% | -164.2% | -14.4% |
| All | +55.5% | +219.6% | -164.1% | -14.4% |
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