+46.1%
DE vs RVTY
+74.0%
-27.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.0% |
| 7D | +5.6% | -3.6% | +9.2% | +6.1% |
| 30D | -0.8% | +1.4% | -2.2% | -1.2% |
| 3M | +9.8% | +43.2% | -33.4% | +1.8% |
| 6M | +17.5% | +84.5% | -66.9% | +2.5% |
| YTD | +46.5% | +65.2% | -18.7% | +29.1% |
| 1Y | +46.1% | +74.3% | -28.2% | +25.7% |
| All | +46.1% | +74.0% | -27.9% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling