+271.3%
DGX vs RVTY
+211.6%
+59.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | +11.2% | +1.5% | +9.7% | +10.4% |
| 3M | +10.4% | +31.5% | -21.1% | +1.3% |
| 6M | +37.1% | +62.7% | -25.6% | +17.8% |
| YTD | +52.1% | +60.0% | -7.9% | +30.1% |
| 1Y | +40.7% | +65.7% | -25.0% | +18.9% |
| 3Y | +107.6% | +85.2% | +22.4% | +62.5% |
| 5Y | +90.6% | -14.9% | +105.5% | +91.8% |
| All | +271.3% | +211.6% | +59.8% | +119.5% |
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