+645.0%
RVTY vs VO
+827.2%
-182.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +13.2% | -0.3% | +13.6% | +13.5% |
| 3M | +27.2% | +2.9% | +24.3% | +23.9% |
| 6M | +32.4% | +9.3% | +23.1% | +22.5% |
| YTD | +34.9% | +14.2% | +20.7% | +20.2% |
| 1Y | +52.4% | +15.3% | +37.1% | +35.1% |
| 3Y | +12.3% | +56.2% | -44.0% | -23.1% |
| 5Y | -30.8% | +42.4% | -73.3% | -48.5% |
| 10Y | +150.7% | +194.7% | -44.1% | -2.7% |
| All | +645.0% | +827.2% | -182.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling