+45.2%
RUN vs RVTY
+134.6%
-89.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -2.6% |
| 7D | -1.8% | -5.4% | +3.6% | +2.5% |
| 30D | -10.8% | +6.7% | -17.6% | -15.4% |
| 3M | -30.2% | +19.0% | -49.2% | -40.0% |
| 6M | -22.3% | +34.6% | -57.0% | -40.6% |
| YTD | -52.2% | +28.3% | -80.4% | -62.1% |
| 1Y | -45.1% | +46.0% | -91.1% | -61.1% |
| 3Y | -37.1% | +16.9% | -54.0% | -47.7% |
| 5Y | -80.3% | -32.9% | -47.4% | -75.1% |
| 10Y | +45.2% | +141.6% | -96.4% | -32.8% |
| All | +45.2% | +134.6% | -89.3% | -32.8% |
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