+546.8%
RPV vs SPY
+777.2%
-230.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | +8.0% | +2.0% | +6.0% | +5.3% |
| 6M | +12.1% | +13.0% | -0.9% | -2.3% |
| YTD | +20.4% | +13.5% | +6.8% | +4.2% |
| 1Y | +29.0% | +20.0% | +9.0% | +5.1% |
| 3Y | +71.5% | +77.2% | -5.7% | -10.2% |
| 5Y | +78.8% | +81.9% | -3.0% | -10.4% |
| 10Y | +188.2% | +314.1% | -125.9% | -41.6% |
| All | +546.8% | +777.2% | -230.5% | -37.8% |
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