+420.8%
RSG vs RVTY
+145.6%
+275.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | 0.0% | -4.5% | +4.6% | +0.8% |
| 30D | +4.0% | +5.5% | -1.5% | +2.9% |
| 3M | +7.4% | +22.5% | -15.2% | +3.3% |
| 6M | +0.1% | +38.9% | -38.8% | -6.5% |
| YTD | +6.0% | +28.7% | -22.7% | +0.2% |
| 1Y | -3.0% | +45.5% | -48.5% | -10.9% |
| 3Y | +56.5% | +16.4% | +40.1% | +46.4% |
| 5Y | +90.9% | -32.7% | +123.7% | +102.2% |
| All | +420.8% | +145.6% | +275.2% | +272.2% |
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