+3,472.7%
DLR vs RVTY
+868.2%
+2,604.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +1.2% | +3.2% | -2.1% | 0.0% |
| 3M | -4.8% | +37.2% | -42.0% | -14.7% |
| 6M | -6.1% | +57.7% | -63.8% | -20.3% |
| YTD | +19.3% | +64.8% | -45.5% | -1.3% |
| 1Y | +10.0% | +72.8% | -62.9% | -10.8% |
| 3Y | +53.8% | +89.8% | -36.0% | +16.2% |
| 5Y | +39.1% | -8.4% | +47.6% | +33.1% |
| 10Y | +188.1% | +219.5% | -31.3% | +66.2% |
| All | +3,472.7% | +868.2% | +2,604.4% | +1,172.8% |
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