+65.1%
RRC vs RVTY
+219.4%
-154.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | +25.2% | +1.7% | +23.5% | +24.3% |
| 3M | +27.8% | +36.8% | -9.0% | +15.8% |
| 6M | +27.2% | +60.1% | -32.9% | +9.2% |
| YTD | +48.2% | +64.0% | -15.8% | +24.3% |
| 1Y | +34.7% | +68.2% | -33.5% | +11.8% |
| 3Y | +62.2% | +88.8% | -26.5% | +24.3% |
| 5Y | +130.9% | -10.5% | +141.4% | +125.3% |
| All | +65.1% | +219.4% | -154.3% | -10.3% |
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 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