+275.4%
RMD vs RVTY
+134.6%
+140.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -4.7% | -5.4% | +0.7% | -2.7% |
| 30D | +0.2% | +6.7% | -6.5% | -2.3% |
| 3M | +12.0% | +19.0% | -7.0% | +4.3% |
| 6M | -12.5% | +34.6% | -47.2% | -23.0% |
| YTD | -7.9% | +28.3% | -36.2% | -17.9% |
| 1Y | -20.4% | +46.0% | -66.4% | -33.1% |
| 3Y | +53.1% | +16.9% | +36.2% | +35.8% |
| 5Y | -22.1% | -32.9% | +10.8% | -13.9% |
| 10Y | +275.4% | +141.6% | +133.8% | +127.7% |
| All | +275.4% | +134.6% | +140.9% | +127.7% |
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