+350.6%
RY vs RVTY
+212.9%
+137.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | 0.0% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | +6.1% | +3.2% | +2.9% | +5.1% |
| 3M | -3.4% | +37.2% | -40.6% | -11.1% |
| 6M | +12.8% | +57.7% | -44.9% | -0.3% |
| YTD | +21.0% | +64.8% | -43.8% | +4.9% |
| 1Y | +40.5% | +72.8% | -32.4% | +20.0% |
| 3Y | +159.9% | +89.8% | +70.1% | +109.8% |
| 5Y | +125.0% | -8.4% | +133.4% | +118.7% |
| 10Y | +350.6% | +219.5% | +131.1% | +171.6% |
| All | +350.6% | +212.9% | +137.6% | +171.6% |
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