+619.2%
RIO vs RVTY
+134.6%
+484.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.7% |
| 7D | +1.0% | -5.4% | +6.4% | +2.8% |
| 30D | +4.0% | +6.7% | -2.7% | +1.8% |
| 3M | +4.5% | +19.0% | -14.5% | -1.7% |
| 6M | +17.3% | +34.6% | -17.3% | +5.3% |
| YTD | +36.2% | +28.3% | +7.9% | +23.4% |
| 1Y | +76.1% | +46.0% | +30.1% | +51.9% |
| 3Y | +102.5% | +16.9% | +85.7% | +82.1% |
| 5Y | +103.5% | -32.9% | +136.4% | +119.2% |
| 10Y | +619.2% | +141.6% | +477.5% | +307.7% |
| All | +619.2% | +134.6% | +484.6% | +307.7% |
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