-86.9%
OPEN vs RVTY
+67.0%
-153.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -2.2% |
| 7D | -21.7% | +6.0% | -27.7% | -26.4% |
| 30D | -36.5% | +4.3% | -40.8% | -39.5% |
| 3M | -59.5% | +40.2% | -99.8% | -70.6% |
| 6M | -71.9% | +59.3% | -131.2% | -82.1% |
| YTD | -75.8% | +66.5% | -142.3% | -85.6% |
| 1Y | -78.5% | +77.5% | -156.0% | -88.0% |
| 3Y | -30.2% | +92.5% | -122.7% | -64.2% |
| 5Y | -93.3% | -6.8% | -86.5% | -93.4% |
| All | -86.9% | +67.0% | -153.9% | -89.5% |
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