-37.9%
RVLV vs SPY
+197.5%
-235.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +1.8% |
| 7D | -1.0% | -0.8% | -0.3% | +0.2% |
| 30D | -11.1% | -1.1% | -10.1% | -9.7% |
| 3M | +3.4% | +3.9% | -0.5% | -2.9% |
| 6M | -13.8% | +13.6% | -27.4% | -30.0% |
| YTD | -30.0% | +12.7% | -42.7% | -42.4% |
| 1Y | -11.7% | +17.5% | -29.2% | -31.7% |
| 3Y | +56.4% | +76.9% | -20.5% | -34.7% |
| 5Y | -66.2% | +83.6% | -149.8% | -85.8% |
| All | -37.9% | +197.5% | -235.3% | -85.4% |
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