+104.4%
RDVI vs SPY
+118.2%
-13.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -1.6% | -0.8% | -0.9% | -1.0% |
| 30D | -3.3% | -1.1% | -2.2% | -2.3% |
| 3M | +3.7% | +3.9% | -0.2% | +0.1% |
| 6M | +14.9% | +13.6% | +1.2% | +2.1% |
| YTD | +16.1% | +12.7% | +3.4% | +4.0% |
| 1Y | +21.6% | +17.5% | +4.1% | +4.9% |
| 3Y | +72.0% | +76.9% | -4.9% | +0.6% |
| All | +104.4% | +118.2% | -13.8% | -4.2% |
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 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