+318.1%
ROST vs RVTY
+219.4%
+98.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +6.8% | +1.7% | +5.1% | +6.0% |
| 3M | -4.0% | +36.8% | -40.8% | -12.9% |
| 6M | +12.9% | +60.1% | -47.2% | -2.9% |
| YTD | +34.7% | +64.0% | -29.2% | +13.9% |
| 1Y | +49.5% | +68.2% | -18.7% | +25.3% |
| 3Y | +101.5% | +88.8% | +12.7% | +56.8% |
| 5Y | +120.7% | -10.5% | +131.2% | +116.5% |
| All | +318.1% | +219.4% | +98.7% | +148.5% |
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