-63.9%
CAPR vs RVTY
+219.4%
-283.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.5% | +27.0% | +26.8% |
| 7D | +25.8% | -0.7% | +26.5% | +26.4% |
| 30D | +50.2% | +1.7% | +48.5% | +49.0% |
| 3M | +185.5% | +36.8% | +148.7% | +141.9% |
| 6M | -64.8% | +60.1% | -124.9% | -72.2% |
| YTD | -61.1% | +64.0% | -125.1% | -70.2% |
| 1Y | +81.0% | +68.2% | +12.8% | +35.9% |
| 3Y | +300.7% | +88.8% | +211.9% | +175.4% |
| 5Y | +223.3% | -10.5% | +233.9% | +217.2% |
| All | -63.9% | +219.4% | -283.3% | -83.9% |
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