+16.2%
DIA vs RVTY
+43.7%
-27.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.2% | -5.4% | +4.2% | -0.4% |
| 30D | -2.7% | +6.7% | -9.4% | -3.7% |
| 3M | +3.3% | +19.0% | -15.7% | +0.1% |
| 6M | +10.4% | +34.6% | -24.2% | +4.0% |
| YTD | +10.0% | +28.3% | -18.3% | +3.9% |
| 1Y | +16.2% | +46.0% | -29.9% | +7.4% |
| All | +16.2% | +43.7% | -27.5% | +7.4% |
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