+77.2%
DE vs RVTY
+19.6%
+57.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +9.6% | +10.8% | -1.2% | +6.7% |
| 3M | +19.0% | +26.8% | -7.8% | +11.5% |
| 6M | +16.1% | +39.3% | -23.3% | +5.5% |
| YTD | +47.0% | +31.6% | +15.4% | +35.1% |
| 1Y | +43.1% | +47.7% | -4.6% | +26.8% |
| All | +77.2% | +19.6% | +57.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling