+20.5%
RIV vs SPY
+71.5%
-51.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +2.0% | -3.3% | +5.3% | +3.5% |
| 3M | -7.6% | -2.4% | -5.2% | -6.6% |
| 6M | -5.3% | +2.6% | -7.9% | -6.4% |
| YTD | -1.3% | +11.2% | -12.5% | -5.8% |
| 1Y | +3.4% | +13.4% | -10.0% | -2.2% |
| 3Y | +53.4% | +79.9% | -26.5% | +18.0% |
| 5Y | +20.5% | +72.2% | -51.7% | -9.5% |
| All | +20.5% | +71.5% | -51.0% | -9.5% |
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