-21.6%
RAVE vs SPY
+322.5%
-344.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -3.0% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | -6.1% | -1.1% | -5.1% | -5.4% |
| 3M | -11.9% | +3.9% | -15.7% | -14.5% |
| 6M | +9.0% | +13.6% | -4.6% | -1.7% |
| YTD | -12.1% | +12.7% | -24.8% | -20.3% |
| 1Y | -9.7% | +17.5% | -27.2% | -20.7% |
| 3Y | +49.5% | +76.9% | -27.4% | -5.8% |
| 5Y | +128.3% | +83.6% | +44.8% | +37.1% |
| All | -21.6% | +322.5% | -344.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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