+50.3%
O vs RVTY
+140.1%
-89.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | -2.0% | +10.8% | -12.8% | -4.4% |
| 3M | +3.0% | +26.8% | -23.8% | -3.0% |
| 6M | -3.6% | +39.3% | -43.0% | -11.9% |
| YTD | +12.1% | +31.6% | -19.6% | +3.3% |
| 1Y | +8.9% | +47.7% | -38.8% | -3.1% |
| 3Y | +30.3% | +19.9% | +10.4% | +19.0% |
| 5Y | +13.7% | -32.3% | +46.1% | +19.5% |
| 10Y | +50.3% | +138.4% | -88.2% | +2.7% |
| All | +50.3% | +140.1% | -89.8% | +2.7% |
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