+534.7%
QQQ vs RVTY
+211.6%
+323.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -6.7% | +1.5% | -8.3% | -7.4% |
| 3M | -7.0% | +31.5% | -38.5% | -16.9% |
| 6M | -4.7% | +62.7% | -67.3% | -22.2% |
| YTD | +11.1% | +60.0% | -48.9% | -10.0% |
| 1Y | +12.3% | +65.7% | -53.4% | -10.6% |
| 3Y | +83.3% | +85.2% | -1.9% | +31.4% |
| 5Y | +77.5% | -14.9% | +92.4% | +79.8% |
| All | +534.7% | +211.6% | +323.1% | +231.6% |
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