+28.2%
DGX vs RVTY
+46.5%
-18.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -3.5% | -7.4% | +4.0% | -2.2% |
| 30D | -2.7% | +4.5% | -7.2% | -3.4% |
| 3M | +13.9% | +19.5% | -5.6% | +10.7% |
| 6M | +16.0% | +34.1% | -18.1% | +10.6% |
| YTD | +34.9% | +25.3% | +9.7% | +29.5% |
| All | +28.2% | +46.5% | -18.3% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling