+264.9%
ROK vs RVTY
+216.9%
+48.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +6.1% | +4.1% | +2.0% | +4.2% |
| 30D | -6.5% | +1.3% | -7.8% | -7.0% |
| 3M | -10.2% | +33.3% | -43.4% | -21.5% |
| 6M | -10.6% | +58.3% | -68.9% | -28.2% |
| YTD | +4.9% | +62.7% | -57.8% | -17.5% |
| 1Y | +3.8% | +67.2% | -63.4% | -19.5% |
| 3Y | +63.5% | +87.3% | -23.8% | +16.0% |
| 5Y | +30.9% | -13.4% | +44.4% | +30.0% |
| All | +264.9% | +216.9% | +48.1% | +69.7% |
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