+707.9%
P vs RVTY
+217.6%
+490.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +4.5% |
| 7D | -9.6% | +6.0% | -15.6% | -11.8% |
| 30D | -33.4% | +4.3% | -37.7% | -34.3% |
| 3M | +14.2% | +40.2% | -26.0% | -3.1% |
| 6M | +31.6% | +59.3% | -27.7% | +2.9% |
| YTD | +53.5% | +66.5% | -13.1% | +15.6% |
| 1Y | +14.2% | +77.5% | -63.3% | -17.3% |
| 3Y | +190.5% | +92.5% | +98.0% | +89.0% |
| 5Y | +256.3% | -6.8% | +263.2% | +245.1% |
| 10Y | +707.9% | +225.4% | +482.5% | +263.1% |
| All | +707.9% | +217.6% | +490.2% | +263.1% |
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