+98.2%
DG vs RVTY
+144.7%
-46.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -2.0% |
| 7D | -4.8% | -5.4% | +0.6% | -3.6% |
| 30D | +1.8% | +6.7% | -5.0% | +0.2% |
| 3M | +14.5% | +19.0% | -4.5% | +9.7% |
| 6M | -13.6% | +34.6% | -48.2% | -19.7% |
| YTD | -4.8% | +28.3% | -33.1% | -10.9% |
| 1Y | +21.6% | +46.0% | -24.5% | +10.1% |
| 3Y | +4.5% | +16.9% | -12.4% | -3.1% |
| 5Y | -38.5% | -32.9% | -5.5% | -35.3% |
| All | +98.2% | +144.7% | -46.6% | +39.0% |
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