+135.1%
RDVT vs SPY
+81.0%
+54.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.6% |
| 30D | +13.3% | -1.4% | +14.7% | +15.1% |
| 3M | +40.7% | +3.7% | +37.0% | +35.1% |
| 6M | +66.5% | +13.0% | +53.5% | +45.8% |
| YTD | +30.6% | +12.4% | +18.2% | +15.2% |
| 1Y | +45.1% | +18.5% | +26.6% | +20.5% |
| 3Y | +268.6% | +77.6% | +191.0% | +100.5% |
| 5Y | +135.1% | +81.7% | +53.4% | +27.2% |
| All | +135.1% | +81.0% | +54.1% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling