+358.7%
RY vs RVTY
+206.3%
+152.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +5.9% | +1.0% | +4.8% | +5.4% |
| 3M | -4.3% | +35.8% | -40.1% | -11.8% |
| 6M | +12.1% | +56.7% | -44.6% | -0.7% |
| YTD | +20.3% | +60.7% | -40.5% | +4.9% |
| 1Y | +41.0% | +73.7% | -32.7% | +20.3% |
| 3Y | +157.5% | +82.8% | +74.8% | +110.0% |
| 5Y | +123.2% | -7.0% | +130.2% | +115.4% |
| All | +358.7% | +206.3% | +152.4% | +182.9% |
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