+126.9%
RIV vs SPY
+358.5%
-231.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +2.0% | -3.3% | +5.3% | +3.9% |
| 3M | -7.6% | -2.4% | -5.2% | -6.4% |
| 6M | -5.3% | +2.6% | -7.9% | -6.8% |
| YTD | -1.3% | +11.2% | -12.5% | -7.3% |
| 1Y | +3.4% | +13.4% | -10.0% | -4.0% |
| 3Y | +53.4% | +79.9% | -26.5% | +7.3% |
| 5Y | +20.5% | +72.2% | -51.7% | -14.7% |
| 10Y | +114.1% | +307.3% | -193.2% | -12.7% |
| All | +126.9% | +358.5% | -231.6% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling