+35.3%
DLR vs RVTY
-32.1%
+67.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -2.2% | +10.8% | -13.1% | -5.0% |
| 3M | +4.7% | +26.8% | -22.1% | -2.4% |
| 6M | +9.0% | +39.3% | -30.3% | -1.8% |
| YTD | +24.1% | +31.6% | -7.5% | +13.0% |
| 1Y | +20.9% | +47.7% | -26.8% | +5.5% |
| 3Y | +60.0% | +19.9% | +40.1% | +43.8% |
| 5Y | +35.3% | -32.3% | +67.6% | +50.6% |
| All | +35.3% | -32.1% | +67.4% | +50.6% |
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