-10.8%
DOW vs RVTY
+39.4%
-50.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | +0.4% | +13.2% | -12.8% | -4.3% |
| 3M | -14.4% | +27.2% | -41.6% | -22.6% |
| 6M | -7.0% | +32.4% | -39.4% | -18.7% |
| YTD | +30.2% | +34.9% | -4.7% | +12.5% |
| 1Y | +29.2% | +52.4% | -23.2% | +5.9% |
| 3Y | -36.7% | +12.3% | -49.0% | -42.6% |
| 5Y | -37.7% | -30.8% | -6.9% | -33.1% |
| All | -10.8% | +39.4% | -50.3% | -51.1% |
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