+117.6%
DT vs RVTY
+53.6%
+64.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | +2.0% | +13.2% | -11.2% | -3.6% |
| 3M | +20.0% | +27.2% | -7.2% | +6.7% |
| 6M | +39.3% | +32.4% | +6.9% | +20.6% |
| YTD | +19.8% | +34.9% | -15.1% | +2.3% |
| 1Y | +4.3% | +52.4% | -48.1% | -16.6% |
| 3Y | +7.7% | +12.3% | -4.6% | -5.8% |
| 5Y | -26.8% | -30.8% | +4.0% | -15.0% |
| All | +117.6% | +53.6% | +64.0% | +12.0% |
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