+41.8%
AR vs RVTY
+140.1%
-98.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | 0.0% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +12.6% | +10.8% | +1.8% | +8.6% |
| 3M | +10.0% | +26.8% | -16.8% | +0.7% |
| 6M | +0.6% | +39.3% | -38.7% | -12.2% |
| YTD | +13.4% | +31.6% | -18.2% | +0.2% |
| 1Y | +21.7% | +47.7% | -26.0% | +2.3% |
| 3Y | +45.8% | +19.9% | +25.9% | +27.4% |
| 5Y | +144.3% | -32.3% | +176.6% | +166.1% |
| 10Y | +41.8% | +138.4% | -96.6% | -18.5% |
| All | +41.8% | +140.1% | -98.3% | -18.5% |
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