+99.1%
DE vs RVTY
-15.1%
+114.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +3.6% | +1.5% | +2.0% | +3.0% |
| 3M | +10.2% | +31.5% | -21.2% | +3.2% |
| 6M | +16.6% | +62.7% | -46.1% | +3.8% |
| YTD | +45.8% | +60.0% | -14.2% | +29.4% |
| 1Y | +43.9% | +65.7% | -21.8% | +26.5% |
| 3Y | +89.6% | +85.2% | +4.4% | +62.5% |
| All | +99.1% | -15.1% | +114.1% | +76.7% |
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 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