+21.8%
RIV vs SPY
+81.8%
-60.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.7% | +0.5% | -1.3% | -1.0% |
| 30D | -5.0% | -0.9% | -4.1% | -4.7% |
| 3M | -1.7% | +3.9% | -5.5% | -3.3% |
| 6M | -0.4% | +14.5% | -14.9% | -6.1% |
| YTD | +1.5% | +12.9% | -11.5% | -3.8% |
| 1Y | +2.9% | +19.4% | -16.5% | -4.7% |
| 3Y | +48.0% | +78.5% | -30.4% | +14.8% |
| 5Y | +21.8% | +81.8% | -59.9% | -9.9% |
| All | +21.8% | +81.8% | -60.0% | -9.9% |
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 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