+17.9%
DG vs RVTY
+43.1%
-25.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | -6.3% | -7.4% | +1.1% | -4.8% |
| 30D | +2.4% | +4.5% | -2.1% | +1.5% |
| 3M | +12.4% | +19.5% | -7.1% | +7.6% |
| 6M | -14.9% | +34.1% | -49.0% | -20.8% |
| YTD | -6.1% | +25.3% | -31.3% | -11.9% |
| 1Y | +17.9% | +47.0% | -29.1% | +9.0% |
| All | +17.9% | +43.1% | -25.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling