+307.0%
RL vs RVTY
+149.2%
+157.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -7.8% | +13.2% | -21.0% | -12.4% |
| 3M | -4.0% | +27.2% | -31.2% | -13.3% |
| 6M | -1.9% | +32.4% | -34.3% | -13.3% |
| YTD | -0.2% | +34.9% | -35.0% | -12.8% |
| 1Y | +10.7% | +52.4% | -41.7% | -8.3% |
| 3Y | +210.8% | +12.3% | +198.5% | +181.0% |
| 5Y | +238.2% | -30.8% | +269.1% | +265.1% |
| All | +307.0% | +149.2% | +157.8% | +144.5% |
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