+552.9%
QQQ vs RVTY
+139.0%
+413.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.2% |
| 7D | -1.3% | -7.4% | +6.2% | +1.7% |
| 30D | -1.4% | +4.5% | -5.9% | -3.2% |
| 3M | +2.3% | +19.5% | -17.2% | -5.3% |
| 6M | +16.9% | +34.1% | -17.2% | +2.5% |
| YTD | +15.6% | +25.3% | -9.6% | +3.5% |
| 1Y | +22.6% | +47.0% | -24.4% | +1.9% |
| 3Y | +93.5% | +14.1% | +79.4% | +69.9% |
| 5Y | +93.9% | -34.6% | +128.5% | +118.3% |
| All | +552.9% | +139.0% | +413.9% | +281.3% |
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