+338.4%
RMD vs RVTY
+212.9%
+125.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.1% | -2.7% | +5.8% | +3.9% |
| 30D | +1.8% | +3.2% | -1.5% | +0.2% |
| 3M | +6.7% | +37.2% | -30.5% | -6.1% |
| 6M | +13.9% | +57.7% | -43.8% | -5.6% |
| YTD | -2.0% | +64.8% | -66.9% | -21.1% |
| 1Y | -5.4% | +72.8% | -78.2% | -25.4% |
| 3Y | +67.4% | +89.8% | -22.4% | +22.4% |
| 5Y | -5.7% | -8.4% | +2.7% | -8.3% |
| 10Y | +338.4% | +219.5% | +118.9% | +145.3% |
| All | +338.4% | +212.9% | +125.4% | +145.3% |
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