+227.5%
LOW vs RVTY
+145.6%
+81.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | -3.7% | -4.5% | +0.8% | -2.0% |
| 30D | -8.9% | +5.5% | -14.3% | -10.9% |
| 3M | -10.4% | +22.5% | -32.9% | -17.8% |
| 6M | -19.4% | +38.9% | -58.3% | -30.0% |
| YTD | -17.1% | +28.7% | -45.9% | -26.4% |
| 1Y | -26.3% | +45.5% | -71.7% | -38.1% |
| 3Y | -9.9% | +16.4% | -26.3% | -20.6% |
| 5Y | +6.1% | -32.7% | +38.9% | +17.0% |
| All | +227.5% | +145.6% | +81.9% | +87.6% |
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