+553.7%
RPV vs SPY
+761.3%
-207.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +2.7% | +2.6% | +0.1% | 0.0% |
| 30D | +4.0% | -2.0% | +6.0% | +5.9% |
| 3M | +1.6% | -2.8% | +4.4% | +4.3% |
| 6M | +12.3% | +2.1% | +10.1% | +8.9% |
| YTD | +21.7% | +11.5% | +10.2% | +7.0% |
| 1Y | +26.0% | +13.5% | +12.5% | +8.7% |
| 3Y | +85.5% | +77.7% | +7.8% | -3.6% |
| 5Y | +70.5% | +72.6% | -2.1% | -9.8% |
| 10Y | +181.7% | +308.2% | -126.4% | -42.3% |
| All | +553.7% | +761.3% | -207.6% | -36.1% |
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