+46.3%
LYB vs RVTY
+145.6%
-99.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.0% |
| 7D | +0.3% | -4.5% | +4.8% | +2.0% |
| 30D | +2.5% | +5.5% | -3.0% | +0.2% |
| 3M | +1.4% | +22.5% | -21.1% | -7.2% |
| 6M | -3.5% | +38.9% | -42.4% | -17.9% |
| YTD | +52.0% | +28.7% | +23.2% | +32.7% |
| 1Y | +22.1% | +45.5% | -23.4% | +0.7% |
| 3Y | -22.8% | +16.4% | -39.1% | -31.8% |
| 5Y | -3.4% | -32.7% | +29.4% | +5.0% |
| All | +46.3% | +145.6% | -99.4% | -24.2% |
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