+221.2%
RVTY vs BUD
-3.2%
+224.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +4.1% | -1.6% | +5.7% | +4.6% |
| 30D | +1.3% | +6.7% | -5.4% | -1.1% |
| 3M | +33.3% | +5.9% | +27.4% | +30.3% |
| 6M | +58.3% | +5.1% | +53.2% | +54.7% |
| YTD | +62.7% | +32.9% | +29.8% | +47.4% |
| 1Y | +67.2% | +31.8% | +35.4% | +51.8% |
| 3Y | +87.3% | +47.4% | +39.9% | +63.2% |
| 5Y | -13.4% | +50.8% | -64.2% | -26.0% |
| All | +221.2% | -3.2% | +224.4% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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