+223.5%
C vs RVTY
+206.3%
+17.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -6.0% | +1.0% | -7.0% | -6.6% |
| 3M | -10.5% | +35.8% | -46.4% | -21.2% |
| 6M | -5.7% | +56.7% | -62.4% | -22.2% |
| YTD | +4.1% | +60.7% | -56.6% | -15.7% |
| 1Y | +20.5% | +73.7% | -53.2% | -5.8% |
| 3Y | +208.1% | +82.8% | +125.4% | +125.6% |
| 5Y | +110.4% | -7.0% | +117.4% | +99.2% |
| All | +223.5% | +206.3% | +17.2% | +55.9% |
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