-66.2%
CAPR vs RVTY
+206.3%
-272.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +3.3% |
| 7D | +41.1% | -1.2% | +42.3% | +41.8% |
| 30D | +11.1% | +1.0% | +10.1% | +10.5% |
| 3M | +115.3% | +35.8% | +79.5% | +83.0% |
| 6M | -73.8% | +56.7% | -130.5% | -79.1% |
| YTD | -68.8% | +60.7% | -129.5% | -75.9% |
| 1Y | +43.3% | +73.7% | -30.4% | +6.0% |
| 3Y | +214.7% | +82.8% | +131.9% | +120.5% |
| 5Y | +141.3% | -7.0% | +148.3% | +129.7% |
| All | -66.2% | +206.3% | -272.5% | -82.5% |
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