+68.0%
DD vs RVTY
-6.1%
+74.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +4.5% |
| 7D | +9.8% | +6.0% | +3.8% | +7.5% |
| 30D | +19.3% | +4.3% | +15.1% | +17.4% |
| 3M | +9.4% | +40.2% | -30.9% | -4.4% |
| 6M | +4.8% | +59.3% | -54.5% | -13.5% |
| YTD | +30.2% | +66.5% | -36.3% | +4.5% |
| 1Y | +32.2% | +77.5% | -45.3% | +3.1% |
| 3Y | +93.1% | +92.5% | +0.6% | +43.6% |
| 5Y | +68.0% | -6.8% | +74.8% | +59.9% |
| All | +68.0% | -6.1% | +74.1% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling