+608.6%
DG vs RVTY
+794.1%
-185.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.0% | -0.7% | -2.2% | -2.8% |
| 30D | +8.6% | +1.7% | +6.9% | +7.8% |
| 3M | +15.0% | +36.8% | -21.8% | +6.4% |
| 6M | +32.7% | +60.1% | -27.4% | +17.9% |
| YTD | +5.5% | +64.0% | -58.5% | -7.3% |
| 1Y | +34.6% | +68.2% | -33.6% | +17.4% |
| 3Y | +24.2% | +88.8% | -64.5% | +2.6% |
| 5Y | -32.3% | -10.5% | -21.7% | -34.1% |
| 10Y | +111.1% | +219.7% | -108.6% | +44.2% |
| All | +608.6% | +794.1% | -185.5% | +273.0% |
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 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