-22.7%
U vs RVTY
+31.3%
-54.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.4% |
| 7D | +2.6% | -0.5% | +3.0% | +2.7% |
| 30D | +27.6% | +1.5% | +26.0% | +24.5% |
| 3M | +15.3% | +31.5% | -16.1% | -8.6% |
| 6M | +96.4% | +62.7% | +33.7% | +29.8% |
| YTD | +19.6% | +60.0% | -40.4% | -20.7% |
| 1Y | +42.1% | +65.7% | -23.6% | -8.9% |
| 3Y | +87.5% | +85.2% | +2.3% | +1.8% |
| 5Y | -73.1% | -14.9% | -58.3% | -70.9% |
| All | -22.7% | +31.3% | -54.0% | -47.0% |
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