+780.7%
GOOG vs RVTY
+145.6%
+635.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.5% |
| 7D | 0.0% | -4.5% | +4.6% | +1.8% |
| 30D | -2.0% | +5.5% | -7.4% | -4.1% |
| 3M | -5.9% | +22.5% | -28.4% | -13.7% |
| 6M | +8.9% | +38.9% | -30.0% | -5.7% |
| YTD | +7.1% | +28.7% | -21.6% | -5.3% |
| 1Y | +39.7% | +45.5% | -5.8% | +16.8% |
| 3Y | +145.8% | +16.4% | +129.5% | +113.5% |
| 5Y | +138.6% | -32.7% | +171.3% | +166.7% |
| All | +780.7% | +145.6% | +635.0% | +388.0% |
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 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