+5,308.1%
BDX vs RVTY
+2,416.7%
+2,891.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +8.3% | +13.2% | -5.0% | +5.7% |
| 3M | +24.4% | +27.2% | -2.9% | +18.6% |
| 6M | +9.2% | +32.4% | -23.2% | +3.0% |
| YTD | +22.7% | +34.9% | -12.1% | +15.0% |
| 1Y | +25.9% | +52.4% | -26.5% | +15.1% |
| 3Y | -10.5% | +12.3% | -22.8% | -14.5% |
| 5Y | +1.9% | -30.8% | +32.7% | +4.9% |
| 10Y | +58.7% | +150.7% | -92.0% | +29.2% |
| All | +5,308.1% | +2,416.7% | +2,891.4% | +2,514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling