+235.9%
DIA vs RVTY
+212.9%
+23.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.9% | -2.7% | +3.6% | +1.6% |
| 30D | +1.1% | +3.2% | -2.1% | -0.1% |
| 3M | -2.9% | +37.2% | -40.1% | -12.2% |
| 6M | +5.9% | +57.7% | -51.8% | -8.7% |
| YTD | +9.8% | +64.8% | -55.1% | -7.5% |
| 1Y | +11.7% | +72.8% | -61.1% | -7.5% |
| 3Y | +59.5% | +89.8% | -30.3% | +23.5% |
| 5Y | +57.5% | -8.4% | +66.0% | +53.1% |
| 10Y | +235.9% | +219.5% | +16.5% | +91.6% |
| All | +235.9% | +212.9% | +23.0% | +91.6% |
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