-28.1%
DT vs RVTY
-32.1%
+4.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.3% |
| 7D | -4.9% | +0.4% | -5.2% | -5.0% |
| 30D | +2.7% | +10.8% | -8.1% | -1.0% |
| 3M | +20.0% | +26.8% | -6.8% | +9.7% |
| 6M | +28.0% | +39.3% | -11.3% | +12.5% |
| YTD | +16.0% | +31.6% | -15.6% | +3.7% |
| 1Y | +0.7% | +47.7% | -47.0% | -14.3% |
| 3Y | +6.2% | +19.9% | -13.7% | -7.2% |
| 5Y | -28.1% | -32.3% | +4.2% | -13.8% |
| All | -28.1% | -32.1% | +4.0% | -13.8% |
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 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