+134.7%
RVTY vs BG
+171.4%
-36.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -7.4% | +3.7% | -11.1% | -8.2% |
| 30D | +4.5% | +12.3% | -7.8% | +1.7% |
| 3M | +19.5% | -2.2% | +21.7% | +19.6% |
| 6M | +34.1% | +5.3% | +28.8% | +31.4% |
| YTD | +25.3% | +42.4% | -17.1% | +13.8% |
| 1Y | +47.0% | +55.2% | -8.2% | +30.6% |
| 3Y | +14.1% | +21.0% | -6.8% | +5.9% |
| 5Y | -34.6% | +87.1% | -121.7% | -46.2% |
| All | +134.7% | +171.4% | -36.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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