-2.8%
RSVR vs SPY
+125.3%
-128.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | -4.8% | +2.0% | -6.8% | -6.4% |
| 6M | -0.1% | +13.0% | -13.1% | -8.9% |
| YTD | +28.7% | +13.5% | +15.1% | +16.8% |
| 1Y | +24.1% | +20.0% | +4.1% | +8.0% |
| 3Y | +79.0% | +77.2% | +1.9% | +17.0% |
| 5Y | +6.1% | +81.9% | -75.8% | -35.4% |
| All | -2.8% | +125.3% | -128.1% | -45.5% |
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 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