+64.4%
DGX vs RVTY
-34.5%
+98.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -3.5% | -7.4% | +4.0% | -1.8% |
| 30D | -2.7% | +4.5% | -7.2% | -3.7% |
| 3M | +13.9% | +19.5% | -5.6% | +9.2% |
| 6M | +16.0% | +34.1% | -18.1% | +7.8% |
| YTD | +34.9% | +25.3% | +9.7% | +26.8% |
| 1Y | +30.6% | +47.0% | -16.4% | +17.6% |
| 3Y | +93.0% | +14.1% | +78.9% | +80.5% |
| 5Y | +64.4% | -34.6% | +99.0% | +82.6% |
| All | +64.4% | -34.5% | +98.9% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling