-31.3%
RAVE vs SPY
+2,872.3%
-2,903.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.7% |
| 30D | -8.0% | -0.9% | -7.0% | -7.6% |
| 3M | -5.9% | +3.9% | -9.7% | -7.3% |
| 6M | +2.5% | +14.5% | -12.0% | -3.2% |
| YTD | -12.4% | +12.9% | -25.3% | -16.8% |
| 1Y | -15.2% | +19.4% | -34.6% | -21.2% |
| 3Y | +41.0% | +78.5% | -37.5% | +11.8% |
| 5Y | +133.1% | +81.8% | +51.3% | +82.5% |
| 10Y | -26.3% | +311.5% | -337.8% | -55.1% |
| All | -31.3% | +2,872.3% | -2,903.6% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling