-4.2%
DT vs RVTY
+66.4%
-70.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | -29.5% | +1.5% | -31.1% | -29.7% |
| 3M | -11.7% | +31.5% | -43.2% | -16.8% |
| 6M | +29.0% | +62.7% | -33.7% | +14.9% |
| YTD | +3.4% | +60.0% | -56.6% | -5.5% |
| 1Y | -4.2% | +65.7% | -69.9% | -12.8% |
| All | -4.2% | +66.4% | -70.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling