+336.0%
IR vs RVTY
+159.5%
+176.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +7.6% | +1.7% | +5.8% | +6.4% |
| 3M | +0.1% | +36.8% | -36.7% | -13.6% |
| 6M | +14.0% | +60.1% | -46.1% | -8.6% |
| YTD | +7.5% | +64.0% | -56.5% | -15.7% |
| 1Y | +10.1% | +68.2% | -58.1% | -14.7% |
| 3Y | +24.9% | +88.8% | -63.9% | -11.5% |
| 5Y | +46.9% | -10.5% | +57.4% | +43.8% |
| All | +336.0% | +159.5% | +176.5% | +130.5% |
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