+217.3%
RRX vs RVTY
+145.6%
+71.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.3% |
| 7D | -0.3% | -4.5% | +4.2% | +2.0% |
| 30D | -6.1% | +5.5% | -11.6% | -8.8% |
| 3M | -23.1% | +22.5% | -45.6% | -31.4% |
| 6M | -19.5% | +38.9% | -58.4% | -33.0% |
| YTD | +16.1% | +28.7% | -12.7% | -0.5% |
| 1Y | +12.9% | +45.5% | -32.6% | -9.2% |
| 3Y | +7.9% | +16.4% | -8.4% | -5.2% |
| 5Y | +19.1% | -32.7% | +51.8% | +32.7% |
| All | +217.3% | +145.6% | +71.7% | +69.1% |
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