+14,048.4%
ROK vs RVTY
+2,976.2%
+11,072.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -11.0% | -2.7% | -8.3% | -10.1% |
| 30D | -8.2% | +3.2% | -11.4% | -9.1% |
| 3M | -8.5% | +37.2% | -45.7% | -17.7% |
| 6M | -12.0% | +57.7% | -69.7% | -24.6% |
| YTD | +3.1% | +64.8% | -61.8% | -13.3% |
| 1Y | +2.9% | +72.8% | -70.0% | -14.9% |
| 3Y | +60.7% | +89.8% | -29.1% | +26.9% |
| 5Y | +29.5% | -8.4% | +37.9% | +25.8% |
| 10Y | +262.6% | +219.5% | +43.2% | +137.7% |
| All | +14,048.4% | +2,976.2% | +11,072.2% | +4,096.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling