+98.2%
DD vs RVTY
+211.6%
-113.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | +5.0% | -0.5% | +5.4% | +5.2% |
| 30D | +19.7% | +1.5% | +18.2% | +18.9% |
| 3M | +7.2% | +31.5% | -24.3% | -5.3% |
| 6M | +1.0% | +62.7% | -61.6% | -19.4% |
| YTD | +29.1% | +60.0% | -30.9% | +2.5% |
| 1Y | +28.5% | +65.7% | -37.2% | +0.2% |
| 3Y | +89.4% | +85.2% | +4.2% | +36.6% |
| 5Y | +67.1% | -14.9% | +82.0% | +66.6% |
| All | +98.2% | +211.6% | -113.3% | +4.3% |
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