+207.9%
ROL vs RVTY
+140.1%
+67.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -6.9% | +10.8% | -17.8% | -9.5% |
| 3M | -24.6% | +26.8% | -51.4% | -29.6% |
| 6M | -39.5% | +39.3% | -78.9% | -45.4% |
| YTD | -41.1% | +31.6% | -72.7% | -46.2% |
| 1Y | -37.9% | +47.7% | -85.6% | -45.5% |
| 3Y | +0.8% | +19.9% | -19.1% | -9.3% |
| 5Y | -4.7% | -32.3% | +27.7% | +3.2% |
| 10Y | +207.9% | +138.4% | +69.4% | +109.8% |
| All | +207.9% | +140.1% | +67.8% | +109.8% |
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