-10.9%
DOW vs RVTY
+32.6%
-43.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.4% |
| 7D | -6.0% | -5.4% | -0.6% | -4.0% |
| 30D | -2.7% | +6.7% | -9.5% | -5.2% |
| 3M | -10.5% | +19.0% | -29.5% | -16.9% |
| 6M | -12.4% | +34.6% | -47.1% | -24.2% |
| YTD | +30.0% | +28.3% | +1.8% | +14.4% |
| 1Y | +27.8% | +46.0% | -18.2% | +6.3% |
| 3Y | -34.9% | +16.9% | -51.8% | -42.1% |
| 5Y | -35.9% | -32.9% | -3.0% | -30.6% |
| All | -10.9% | +32.6% | -43.6% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling