+235.7%
DIA vs RVTY
+211.6%
+24.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +1.5% | +1.5% | -0.1% | +0.8% |
| 3M | -2.4% | +31.5% | -33.9% | -10.6% |
| 6M | +6.0% | +62.7% | -56.7% | -9.5% |
| YTD | +10.1% | +60.0% | -49.9% | -6.5% |
| 1Y | +11.8% | +65.7% | -53.9% | -6.3% |
| 3Y | +59.7% | +85.2% | -25.5% | +24.4% |
| 5Y | +57.9% | -14.9% | +72.8% | +57.6% |
| All | +235.7% | +211.6% | +24.1% | +92.1% |
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