+355.9%
RL vs RVTY
+212.9%
+143.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | +7.6% | +3.2% | +4.4% | +6.1% |
| 3M | -1.5% | +37.2% | -38.7% | -13.7% |
| 6M | +12.1% | +57.7% | -45.6% | -7.6% |
| YTD | +13.9% | +64.8% | -50.9% | -8.5% |
| 1Y | +20.7% | +72.8% | -52.2% | -5.0% |
| 3Y | +260.6% | +89.8% | +170.8% | +165.1% |
| 5Y | +248.9% | -8.4% | +257.3% | +236.0% |
| 10Y | +355.9% | +219.5% | +136.4% | +157.9% |
| All | +355.9% | +212.9% | +143.0% | +157.9% |
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