+308.5%
ROST vs RVTY
+134.6%
+173.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | -2.2% | -5.4% | +3.2% | -0.7% |
| 30D | -11.4% | +6.7% | -18.2% | -13.3% |
| 3M | -1.6% | +19.0% | -20.6% | -7.2% |
| 6M | +6.8% | +34.6% | -27.8% | -3.4% |
| YTD | +25.8% | +28.3% | -2.5% | +14.8% |
| 1Y | +52.4% | +46.0% | +6.4% | +33.0% |
| 3Y | +94.4% | +16.9% | +77.5% | +75.5% |
| 5Y | +108.2% | -32.9% | +141.1% | +123.7% |
| 10Y | +308.5% | +141.6% | +166.9% | +157.0% |
| All | +308.5% | +134.6% | +173.9% | +157.0% |
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