+103.9%
UL vs RVTY
+219.6%
-115.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +4.5% | +1.7% | +2.8% | +4.0% |
| 3M | +5.5% | +36.8% | -31.3% | -0.2% |
| 6M | +17.0% | +60.1% | -43.1% | +7.7% |
| YTD | +3.2% | +64.0% | -60.8% | -6.0% |
| 1Y | -1.9% | +68.2% | -70.1% | -11.0% |
| 3Y | +33.6% | +88.8% | -55.2% | +15.8% |
| 5Y | +31.5% | -10.5% | +42.0% | +30.3% |
| 10Y | +103.9% | +219.7% | -115.8% | +40.8% |
| All | +103.9% | +219.6% | -115.6% | +40.8% |
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