+67.7%
UL vs RVTY
+134.6%
-66.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.2% |
| 7D | -3.2% | -5.4% | +2.2% | -2.3% |
| 30D | -0.6% | +6.7% | -7.3% | -1.7% |
| 3M | +9.4% | +19.0% | -9.6% | +6.1% |
| 6M | -4.1% | +34.6% | -38.8% | -9.2% |
| YTD | -2.0% | +28.3% | -30.2% | -6.8% |
| 1Y | -9.0% | +46.0% | -55.0% | -15.6% |
| 3Y | +21.8% | +16.9% | +4.9% | +15.0% |
| 5Y | +20.6% | -32.9% | +53.5% | +25.9% |
| 10Y | +67.7% | +141.6% | -73.9% | +18.1% |
| All | +67.7% | +134.6% | -66.8% | +18.1% |
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