+1,088.0%
RDVT vs SPY
+223.0%
+865.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -4.4% | -2.0% | -2.4% | -2.5% |
| 30D | +2.6% | -1.7% | +4.2% | +4.4% |
| 3M | +36.0% | +4.7% | +31.3% | +29.8% |
| 6M | +68.1% | +12.5% | +55.6% | +49.4% |
| YTD | +28.3% | +11.7% | +16.5% | +15.0% |
| 1Y | +48.1% | +17.5% | +30.6% | +25.9% |
| 3Y | +262.0% | +76.6% | +185.4% | +107.5% |
| 5Y | +127.1% | +82.0% | +45.1% | +27.3% |
| All | +1,088.0% | +223.0% | +865.0% | +427.9% |
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