+99.4%
DE vs RVTY
-34.5%
+133.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.6% |
| 7D | -2.4% | -7.4% | +5.0% | -0.7% |
| 30D | +9.7% | +4.5% | +5.2% | +8.6% |
| 3M | +21.4% | +19.5% | +1.9% | +16.2% |
| 6M | +15.0% | +34.1% | -19.1% | +6.8% |
| YTD | +46.4% | +25.3% | +21.2% | +37.6% |
| 1Y | +45.6% | +47.0% | -1.4% | +31.5% |
| 3Y | +76.8% | +14.1% | +62.6% | +66.1% |
| 5Y | +99.4% | -34.6% | +134.0% | +91.4% |
| All | +99.4% | -34.5% | +133.9% | +91.4% |
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