+137.3%
DTE vs RVTY
+139.0%
-1.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | -2.0% | -7.4% | +5.4% | -0.6% |
| 30D | -2.4% | +4.5% | -6.9% | -3.3% |
| 3M | -7.3% | +19.5% | -26.8% | -10.6% |
| 6M | -7.6% | +34.1% | -41.8% | -13.3% |
| YTD | +5.8% | +25.3% | -19.4% | +0.2% |
| 1Y | +2.3% | +47.0% | -44.7% | -6.6% |
| 3Y | +45.0% | +14.1% | +30.9% | +36.2% |
| 5Y | +33.2% | -34.6% | +67.8% | +39.0% |
| All | +137.3% | +139.0% | -1.7% | +76.2% |
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 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