+112.2%
DT vs RVTY
+46.1%
+66.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.7% |
| 7D | -0.5% | -5.4% | +4.9% | +1.9% |
| 30D | +0.1% | +6.7% | -6.7% | -3.0% |
| 3M | +24.1% | +19.0% | +5.1% | +13.8% |
| 6M | +30.1% | +34.6% | -4.5% | +11.8% |
| YTD | +16.8% | +28.3% | -11.5% | +1.9% |
| 1Y | -0.1% | +46.0% | -46.1% | -18.7% |
| 3Y | +6.8% | +16.9% | -10.0% | -9.8% |
| 5Y | -28.4% | -32.9% | +4.5% | -16.0% |
| All | +112.2% | +46.1% | +66.0% | +11.6% |
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 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