+652.6%
P vs RVTY
+212.9%
+439.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -13.3% | -2.7% | -10.6% | -11.7% |
| 30D | -34.0% | +3.2% | -37.2% | -34.5% |
| 3M | +4.1% | +37.2% | -33.1% | -10.7% |
| 6M | +30.5% | +57.7% | -27.2% | +2.6% |
| YTD | +52.2% | +64.8% | -12.7% | +15.2% |
| 1Y | +10.3% | +72.8% | -62.6% | -18.9% |
| 3Y | +180.9% | +89.8% | +91.1% | +84.2% |
| 5Y | +259.7% | -8.4% | +268.2% | +252.1% |
| 10Y | +652.6% | +219.5% | +433.2% | +245.4% |
| All | +652.6% | +212.9% | +439.7% | +245.4% |
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