+248.1%
DGX vs RVTY
+145.6%
+102.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.9% |
| 7D | -0.9% | -4.5% | +3.6% | +0.4% |
| 30D | -1.2% | +5.5% | -6.6% | -2.7% |
| 3M | +15.8% | +22.5% | -6.8% | +8.8% |
| 6M | +18.2% | +38.9% | -20.7% | +6.3% |
| YTD | +37.2% | +28.7% | +8.5% | +25.6% |
| 1Y | +30.4% | +45.5% | -15.1% | +14.3% |
| 3Y | +96.7% | +16.4% | +80.3% | +78.3% |
| 5Y | +67.2% | -32.7% | +99.9% | +81.2% |
| All | +248.1% | +145.6% | +102.5% | +123.6% |
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