-49.3%
COMP vs RVTY
+21.6%
-70.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +8.6% |
| 7D | +13.4% | -1.2% | +14.6% | +13.9% |
| 30D | +11.1% | +1.0% | +10.1% | +9.5% |
| 3M | -18.8% | +35.8% | -54.7% | -37.9% |
| 6M | +10.5% | +56.7% | -46.2% | -26.0% |
| YTD | -3.4% | +60.7% | -64.1% | -36.7% |
| 1Y | +19.7% | +73.7% | -54.0% | -27.0% |
| 3Y | +381.6% | +82.8% | +298.8% | +162.6% |
| 5Y | -17.6% | -7.0% | -10.6% | -18.3% |
| All | -49.3% | +21.6% | -70.9% | -49.8% |
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