+854.6%
DE vs RVTY
+139.0%
+715.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.9% |
| 7D | -2.4% | -7.4% | +5.0% | +0.1% |
| 30D | +9.7% | +4.5% | +5.2% | +8.0% |
| 3M | +21.4% | +19.5% | +1.9% | +13.9% |
| 6M | +15.0% | +34.1% | -19.1% | +3.1% |
| YTD | +46.4% | +25.3% | +21.2% | +33.6% |
| 1Y | +45.6% | +47.0% | -1.4% | +25.0% |
| 3Y | +76.8% | +14.1% | +62.6% | +60.3% |
| 5Y | +99.4% | -34.6% | +134.0% | +115.5% |
| All | +854.6% | +139.0% | +715.6% | +404.5% |
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