+927.6%
DD vs RVTY
+2,416.7%
-1,489.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | -10.3% | +13.2% | -23.5% | -13.6% |
| 3M | -7.5% | +27.2% | -34.8% | -14.4% |
| 6M | -8.0% | +32.4% | -40.4% | -16.1% |
| YTD | +10.5% | +34.9% | -24.4% | -0.1% |
| 1Y | +38.3% | +52.4% | -14.1% | +20.2% |
| 3Y | +42.5% | +12.3% | +30.2% | +33.2% |
| 5Y | +60.2% | -30.8% | +91.0% | +69.4% |
| 10Y | +68.9% | +150.7% | -81.8% | +23.3% |
| All | +927.6% | +2,416.7% | -1,489.1% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling