+123.7%
XRT vs RVTY
+140.1%
-16.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.2% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | -5.6% | +10.8% | -16.5% | -9.5% |
| 3M | +2.5% | +26.8% | -24.2% | -7.2% |
| 6M | +3.7% | +39.3% | -35.7% | -10.3% |
| YTD | +1.0% | +31.6% | -30.6% | -11.2% |
| 1Y | -1.2% | +47.7% | -48.9% | -17.4% |
| 3Y | +43.4% | +19.9% | +23.4% | +25.9% |
| 5Y | -0.7% | -32.3% | +31.6% | +7.9% |
| 10Y | +123.7% | +138.4% | -14.7% | +31.4% |
| All | +123.7% | +140.1% | -16.4% | +31.4% |
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