+3,486.6%
DTE vs RVTY
+2,356.0%
+1,130.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.9% | +10.8% | -12.7% | -3.3% |
| 3M | -3.3% | +26.8% | -30.1% | -6.6% |
| 6M | -7.1% | +39.3% | -46.4% | -11.8% |
| YTD | +8.1% | +31.6% | -23.5% | +3.3% |
| 1Y | +5.3% | +47.7% | -42.4% | -1.3% |
| 3Y | +48.2% | +19.9% | +28.2% | +41.0% |
| 5Y | +33.2% | -32.3% | +65.6% | +35.6% |
| 10Y | +137.5% | +138.4% | -0.9% | +101.4% |
| All | +3,486.6% | +2,356.0% | +1,130.6% | +1,803.3% |
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