+634.6%
P vs RVTY
+211.6%
+423.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | +11.6% | -0.5% | +12.1% | +11.9% |
| 30D | -23.7% | +1.5% | -25.2% | -23.7% |
| 3M | -8.0% | +31.5% | -39.4% | -19.4% |
| 6M | +27.9% | +62.7% | -34.8% | -0.9% |
| YTD | +61.2% | +60.0% | +1.2% | +23.8% |
| 1Y | +28.6% | +65.7% | -37.1% | -3.4% |
| 3Y | +200.5% | +85.2% | +115.3% | +99.2% |
| 5Y | +282.9% | -14.9% | +297.8% | +292.8% |
| All | +634.6% | +211.6% | +423.0% | +226.1% |
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