+61.8%
DIA vs RVTY
+19.5%
+42.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -1.5% | +13.2% | -14.7% | -3.9% |
| 3M | +3.8% | +27.2% | -23.5% | -1.2% |
| 6M | +10.3% | +32.4% | -22.1% | +3.7% |
| YTD | +12.1% | +34.9% | -22.8% | +4.7% |
| 1Y | +18.6% | +52.4% | -33.7% | +7.8% |
| All | +61.8% | +19.5% | +42.3% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling