+16.5%
RDVY vs SPY
+9.8%
+6.7%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | +0.2% |
| 7D | -2.5% | -4.7% | +2.2% | +1.9% |
| 30D | -1.9% | -5.9% | +4.0% | +3.8% |
| 3M | -6.3% | -4.5% | -1.7% | -2.2% |
| 6M | +5.1% | +1.8% | +3.3% | +2.6% |
| YTD | +13.0% | +8.3% | +4.6% | +3.6% |
| 1Y | +16.5% | +9.3% | +7.1% | +5.9% |
| All | +16.5% | +9.8% | +6.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling