+200.9%
RRX vs RVTY
+211.6%
-10.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.7% |
| 30D | +12.3% | +1.5% | +10.8% | +11.8% |
| 3M | +3.7% | +31.5% | -27.8% | -10.0% |
| 6M | -13.9% | +62.7% | -76.6% | -33.8% |
| YTD | +26.5% | +60.0% | -33.5% | -3.0% |
| 1Y | +29.3% | +65.7% | -36.4% | -2.6% |
| 3Y | +65.6% | +85.2% | -19.6% | +16.8% |
| 5Y | +10.6% | -14.9% | +25.5% | +9.5% |
| All | +200.9% | +211.6% | -10.7% | +45.8% |
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