+66.5%
DD vs RVTY
+134.6%
-68.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.5% |
| 7D | -3.8% | -5.4% | +1.6% | -1.5% |
| 30D | -9.2% | +6.7% | -16.0% | -11.9% |
| 3M | -9.0% | +19.0% | -28.0% | -16.2% |
| 6M | -5.0% | +34.6% | -39.6% | -17.9% |
| YTD | +7.4% | +28.3% | -20.9% | -5.7% |
| 1Y | +35.1% | +46.0% | -10.9% | +11.2% |
| 3Y | +43.2% | +16.9% | +26.3% | +25.9% |
| 5Y | +59.6% | -32.9% | +92.6% | +76.8% |
| 10Y | +66.5% | +141.6% | -75.1% | -5.9% |
| All | +66.5% | +134.6% | -68.0% | -5.9% |
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