+99.7%
DD vs RVTY
+212.9%
-113.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | +2.2% | -2.7% | +4.9% | +3.4% |
| 30D | +20.7% | +3.2% | +17.4% | +19.0% |
| 3M | +11.3% | +37.2% | -25.9% | -3.4% |
| 6M | +6.0% | +57.7% | -51.7% | -14.3% |
| YTD | +31.7% | +64.8% | -33.1% | +3.3% |
| 1Y | +32.2% | +72.8% | -40.6% | +1.2% |
| 3Y | +92.7% | +89.8% | +2.9% | +37.5% |
| 5Y | +72.1% | -8.4% | +80.6% | +65.7% |
| 10Y | +99.7% | +219.5% | -119.8% | +2.5% |
| All | +99.7% | +212.9% | -113.3% | +2.5% |
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