+35.8%
DLR vs RVTY
-6.1%
+41.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.4% |
| 7D | +2.4% | +6.0% | -3.7% | +0.8% |
| 30D | +0.7% | +4.3% | -3.5% | -0.4% |
| 3M | -6.4% | +40.2% | -46.7% | -14.7% |
| 6M | -6.5% | +59.3% | -65.8% | -18.2% |
| YTD | +18.8% | +66.5% | -47.7% | +1.5% |
| 1Y | +9.0% | +77.5% | -68.4% | -8.8% |
| 3Y | +54.5% | +92.5% | -38.0% | +19.4% |
| 5Y | +35.8% | -6.8% | +42.7% | +38.5% |
| All | +35.8% | -6.1% | +41.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling