+54.2%
AR vs RVTY
+216.9%
-162.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +6.4% | +4.1% | +2.3% | +5.0% |
| 30D | +3.1% | +1.3% | +1.8% | +2.3% |
| 3M | +3.3% | +33.3% | -30.0% | -7.1% |
| 6M | +6.6% | +58.3% | -51.7% | -10.3% |
| YTD | +12.3% | +62.7% | -50.4% | -8.2% |
| 1Y | +12.3% | +67.2% | -54.9% | -9.5% |
| 3Y | +50.4% | +87.3% | -36.9% | +10.7% |
| 5Y | +101.0% | -13.4% | +114.4% | +99.5% |
| All | +54.2% | +216.9% | -162.7% | -17.0% |
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