+3,595.7%
DLR vs RVTY
+692.1%
+2,903.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | -3.4% | +13.2% | -16.6% | -7.3% |
| 3M | +0.5% | +27.2% | -26.7% | -7.8% |
| 6M | +4.6% | +32.4% | -27.8% | -6.1% |
| YTD | +23.4% | +34.9% | -11.4% | +9.5% |
| 1Y | +19.0% | +52.4% | -33.3% | +0.6% |
| 3Y | +56.5% | +12.3% | +44.2% | +41.6% |
| 5Y | +33.3% | -30.8% | +64.1% | +40.7% |
| 10Y | +165.1% | +150.7% | +14.5% | +66.5% |
| All | +3,595.7% | +692.1% | +2,903.5% | +1,312.8% |
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