+655.3%
P vs RVTY
+219.6%
+435.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | -4.7% | -0.7% | -4.0% | -3.9% |
| 30D | -31.4% | +1.7% | -33.2% | -31.5% |
| 3M | -2.6% | +36.8% | -39.4% | -16.4% |
| 6M | +21.9% | +60.1% | -38.2% | -4.7% |
| YTD | +58.9% | +64.0% | -5.0% | +20.6% |
| 1Y | +21.7% | +68.2% | -46.5% | -9.2% |
| 3Y | +193.3% | +88.8% | +104.5% | +92.8% |
| 5Y | +275.1% | -10.5% | +285.7% | +273.0% |
| 10Y | +655.3% | +219.7% | +435.6% | +242.7% |
| All | +655.3% | +219.6% | +435.8% | +242.7% |
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