+583.4%
DG vs RVTY
+635.4%
-52.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.4% | +1.1% | +7.3% | +8.1% |
| 30D | +4.9% | +13.2% | -8.3% | +1.9% |
| 3M | +29.3% | +27.2% | +2.1% | +21.9% |
| 6M | -11.3% | +32.4% | -43.7% | -17.4% |
| YTD | +1.8% | +34.9% | -33.1% | -6.0% |
| 1Y | +25.3% | +52.4% | -27.0% | +12.2% |
| 3Y | +9.1% | +12.3% | -3.2% | +2.1% |
| 5Y | -34.9% | -30.8% | -4.1% | -32.4% |
| 10Y | +108.2% | +150.7% | -42.5% | +51.1% |
| All | +583.4% | +635.4% | -52.0% | +278.4% |
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