+345.2%
IR vs RVTY
+163.5%
+181.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.2% |
| 7D | +5.0% | +6.0% | -1.0% | +2.3% |
| 30D | +10.3% | +4.3% | +6.0% | +8.0% |
| 3M | -0.1% | +40.2% | -40.3% | -14.6% |
| 6M | +14.8% | +59.3% | -44.5% | -7.7% |
| YTD | +9.7% | +66.5% | -56.8% | -14.5% |
| 1Y | +12.2% | +77.5% | -65.3% | -15.1% |
| 3Y | +30.0% | +92.5% | -62.5% | -8.6% |
| 5Y | +46.8% | -6.8% | +53.6% | +40.9% |
| All | +345.2% | +163.5% | +181.7% | +133.9% |
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