+607.9%
DG vs RVTY
+798.9%
-191.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +5.2% | -2.7% | +7.9% | +5.7% |
| 30D | +7.9% | +3.2% | +4.7% | +6.7% |
| 3M | +12.7% | +37.2% | -24.5% | +4.2% |
| 6M | +22.4% | +57.7% | -35.3% | +9.2% |
| YTD | +5.4% | +64.8% | -59.4% | -7.5% |
| 1Y | +39.4% | +72.8% | -33.4% | +20.8% |
| 3Y | +24.1% | +89.8% | -65.7% | +2.4% |
| 5Y | -32.2% | -8.4% | -23.7% | -34.4% |
| 10Y | +111.8% | +219.5% | -107.7% | +44.7% |
| All | +607.9% | +798.9% | -191.0% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling