-54.3%
S vs RVTY
-17.2%
-37.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -0.9% |
| 7D | -5.8% | +0.4% | -6.2% | -6.2% |
| 30D | -9.2% | +10.8% | -20.0% | -14.7% |
| 3M | +23.4% | +26.8% | -3.4% | +5.7% |
| 6M | +36.9% | +39.3% | -2.4% | +8.4% |
| YTD | +29.5% | +31.6% | -2.1% | +5.4% |
| 1Y | +5.4% | +47.7% | -42.3% | -21.2% |
| 3Y | +14.7% | +19.9% | -5.2% | -9.6% |
| 5Y | -71.5% | -32.3% | -39.2% | -59.1% |
| All | -54.3% | -17.2% | -37.1% | -47.7% |
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