+4.6%
MKTX vs RVTY
+145.6%
-141.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.9% |
| 30D | +0.7% | +5.5% | -4.7% | -0.8% |
| 3M | +40.8% | +22.5% | +18.3% | +32.8% |
| 6M | -8.0% | +38.9% | -46.9% | -16.8% |
| YTD | -8.7% | +28.7% | -37.5% | -16.1% |
| 1Y | -11.8% | +45.5% | -57.3% | -22.3% |
| 3Y | -24.0% | +16.4% | -40.4% | -31.1% |
| 5Y | -60.3% | -32.7% | -27.6% | -57.0% |
| All | +4.6% | +145.6% | -141.1% | -32.4% |
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