+300.7%
CME vs RVTY
+219.4%
+81.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | +13.9% | +1.7% | +12.2% | +13.5% |
| 3M | +22.4% | +36.8% | -14.4% | +16.8% |
| 6M | +12.9% | +60.1% | -47.2% | +5.0% |
| YTD | +19.6% | +64.0% | -44.4% | +10.1% |
| 1Y | +17.7% | +68.2% | -50.5% | +7.7% |
| 3Y | +65.3% | +88.8% | -23.5% | +42.4% |
| 5Y | +75.1% | -10.5% | +85.7% | +78.7% |
| All | +300.7% | +219.4% | +81.3% | +141.3% |
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 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