+293.0%
LOW vs RVTY
+211.6%
+81.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +21.7% | +1.5% | +20.2% | +20.3% |
| 3M | +5.0% | +31.5% | -26.4% | -6.8% |
| 6M | +4.6% | +62.7% | -58.1% | -15.1% |
| YTD | -3.5% | +60.0% | -63.5% | -22.0% |
| 1Y | +0.5% | +65.7% | -65.2% | -20.1% |
| 3Y | +24.8% | +85.2% | -60.4% | -9.4% |
| 5Y | +6.5% | -14.9% | +21.3% | +6.0% |
| All | +293.0% | +211.6% | +81.4% | +110.7% |
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