+352.4%
RMD vs RVTY
+219.4%
+133.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +1.7% | +1.7% | -0.1% | +0.7% |
| 3M | +6.4% | +36.8% | -30.4% | -6.3% |
| 6M | +20.7% | +60.1% | -39.4% | -0.6% |
| YTD | -0.2% | +64.0% | -64.1% | -19.5% |
| 1Y | -4.5% | +68.2% | -72.7% | -23.9% |
| 3Y | +70.5% | +88.8% | -18.2% | +25.0% |
| 5Y | -1.6% | -10.5% | +8.9% | -3.3% |
| All | +352.4% | +219.4% | +133.1% | +158.1% |
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