+1,129.1%
DIA vs RVTY
+1,521.0%
-391.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -1.5% | +13.2% | -14.7% | -4.5% |
| 3M | +3.8% | +27.2% | -23.5% | -2.4% |
| 6M | +10.3% | +32.4% | -22.1% | +2.3% |
| YTD | +12.1% | +34.9% | -22.8% | +3.2% |
| 1Y | +18.6% | +52.4% | -33.7% | +5.7% |
| 3Y | +60.6% | +12.3% | +48.3% | +50.2% |
| 5Y | +64.4% | -30.8% | +95.2% | +69.8% |
| 10Y | +250.1% | +150.7% | +99.4% | +163.0% |
| All | +1,129.1% | +1,521.0% | -391.9% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling