+373.9%
RY vs RVTY
+140.1%
+233.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -1.0% | +10.8% | -11.8% | -3.6% |
| 3M | +7.6% | +26.8% | -19.1% | +1.0% |
| 6M | +29.5% | +39.3% | -9.9% | +18.0% |
| YTD | +24.2% | +31.6% | -7.4% | +14.3% |
| 1Y | +46.4% | +47.7% | -1.3% | +30.1% |
| 3Y | +159.4% | +19.9% | +139.5% | +136.8% |
| 5Y | +141.8% | -32.3% | +174.2% | +155.7% |
| 10Y | +373.9% | +138.4% | +235.5% | +210.7% |
| All | +373.9% | +140.1% | +233.8% | +210.7% |
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