-87.4%
OPEN vs RVTY
+64.4%
-151.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.6% |
| 7D | -31.1% | -0.7% | -30.3% | -31.0% |
| 30D | -34.7% | +1.7% | -36.4% | -36.4% |
| 3M | -61.9% | +36.8% | -98.7% | -71.7% |
| 6M | -71.9% | +60.1% | -132.0% | -82.2% |
| YTD | -76.6% | +64.0% | -140.6% | -85.9% |
| 1Y | -83.9% | +68.2% | -152.1% | -90.6% |
| 3Y | -34.4% | +88.8% | -123.2% | -65.8% |
| 5Y | -93.9% | -10.5% | -83.4% | -93.9% |
| All | -87.4% | +64.4% | -151.8% | -89.7% |
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