-49.1%
COMP vs RVTY
+24.0%
-73.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.1% |
| 7D | +2.2% | -0.7% | +2.9% | +3.2% |
| 30D | +16.3% | +1.7% | +14.6% | +14.3% |
| 3M | -19.1% | +36.8% | -56.0% | -38.3% |
| 6M | +17.1% | +60.1% | -43.0% | -22.7% |
| YTD | -2.9% | +64.0% | -66.9% | -37.2% |
| 1Y | +8.8% | +68.2% | -59.4% | -31.7% |
| 3Y | +423.5% | +88.8% | +334.7% | +177.9% |
| 5Y | -10.5% | -10.5% | +0.1% | -11.3% |
| All | -49.1% | +24.0% | -73.1% | -50.3% |
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