+368.4%
DAR vs RVTY
+139.0%
+229.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.8% |
| 7D | +0.9% | -7.4% | +8.4% | +3.7% |
| 30D | +6.4% | +4.5% | +1.9% | +4.4% |
| 3M | +13.2% | +19.5% | -6.2% | +4.9% |
| 6M | +26.2% | +34.1% | -7.9% | +10.2% |
| YTD | +84.4% | +25.3% | +59.1% | +64.0% |
| 1Y | +112.0% | +47.0% | +65.0% | +75.9% |
| 3Y | +13.4% | +14.1% | -0.8% | +0.1% |
| 5Y | -6.0% | -34.6% | +28.6% | +3.1% |
| All | +368.4% | +139.0% | +229.4% | +120.5% |
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