+33.2%
Q vs RVTY
+67.2%
-34.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +6.6% | -0.7% | +7.3% | +6.9% |
| 30D | +2.7% | +1.7% | +1.0% | +2.3% |
| 3M | -8.4% | +36.8% | -45.2% | -17.9% |
| 6M | -17.3% | +60.1% | -77.4% | -31.4% |
| YTD | +55.3% | +64.0% | -8.7% | +24.4% |
| 1Y | +31.5% | +68.2% | -36.8% | +5.7% |
| All | +33.2% | +67.2% | -34.1% | +7.9% |
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