-2.6%
BDX vs RVTY
-34.5%
+31.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.2% |
| 7D | -5.4% | -7.4% | +2.0% | -3.4% |
| 30D | -2.2% | +4.5% | -6.7% | -3.4% |
| 3M | +20.1% | +19.5% | +0.6% | +14.1% |
| 6M | +9.1% | +34.1% | -25.1% | -0.1% |
| YTD | +17.9% | +25.3% | -7.4% | +9.4% |
| 1Y | +22.1% | +47.0% | -24.9% | +8.1% |
| 3Y | -10.5% | +14.1% | -24.7% | -16.8% |
| 5Y | -2.6% | -34.6% | +32.0% | +0.4% |
| All | -2.6% | -34.5% | +31.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling