+17.9%
RRX vs RVTY
-34.2%
+52.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.3% |
| 7D | -0.7% | -5.4% | +4.7% | +1.9% |
| 30D | -8.0% | +6.7% | -14.7% | -11.0% |
| 3M | -25.1% | +19.0% | -44.1% | -32.0% |
| 6M | -18.3% | +34.6% | -52.9% | -30.8% |
| YTD | +14.2% | +28.3% | -14.1% | -1.8% |
| 1Y | +13.0% | +46.0% | -33.0% | -9.2% |
| 3Y | +4.2% | +16.9% | -12.7% | -8.5% |
| 5Y | +17.9% | -32.9% | +50.8% | +19.3% |
| All | +17.9% | -34.2% | +52.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling