-42.9%
DT vs RVTY
-9.4%
-33.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -24.7% | -1.2% | -23.5% | -24.7% |
| 30D | -27.4% | +1.0% | -28.4% | -27.9% |
| 3M | -11.1% | +35.8% | -46.9% | -20.6% |
| 6M | +13.7% | +56.7% | -43.0% | -3.8% |
| YTD | +0.2% | +60.7% | -60.5% | -16.8% |
| 1Y | -5.7% | +73.7% | -79.4% | -24.1% |
| 3Y | -8.1% | +82.8% | -90.9% | -32.9% |
| All | -42.9% | -9.4% | -33.5% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling