+214.9%
ROL vs RVTY
+217.6%
-2.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.2% |
| 7D | +7.5% | +6.0% | +1.5% | +5.9% |
| 30D | +21.1% | +4.3% | +16.9% | +19.6% |
| 3M | +3.1% | +40.2% | -37.1% | -6.1% |
| 6M | -27.4% | +59.3% | -86.7% | -36.6% |
| YTD | -34.7% | +66.5% | -101.2% | -44.2% |
| 1Y | -32.9% | +77.5% | -110.4% | -43.8% |
| 3Y | +6.1% | +92.5% | -86.3% | -17.0% |
| 5Y | +16.3% | -6.8% | +23.1% | +14.0% |
| 10Y | +214.9% | +225.4% | -10.5% | +98.9% |
| All | +214.9% | +217.6% | -2.8% | +98.9% |
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