+357.3%
RL vs RVTY
+206.3%
+151.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.4% |
| 7D | -4.2% | -1.2% | -2.9% | -3.9% |
| 30D | +4.3% | +1.0% | +3.2% | +3.5% |
| 3M | -4.6% | +35.8% | -40.4% | -16.1% |
| 6M | +1.7% | +56.7% | -55.0% | -16.0% |
| YTD | +7.3% | +60.7% | -53.4% | -13.0% |
| 1Y | +20.8% | +73.7% | -52.9% | -5.2% |
| 3Y | +247.0% | +82.8% | +164.2% | +158.7% |
| 5Y | +225.5% | -7.0% | +232.5% | +211.2% |
| All | +357.3% | +206.3% | +151.0% | +157.6% |
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