-3.8%
RVNL vs SPY
+49.3%
-53.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +6.7% |
| 7D | +8.1% | +0.5% | +7.6% | +5.9% |
| 30D | -1.1% | -0.9% | -0.2% | +2.7% |
| 3M | -24.0% | +3.9% | -27.9% | -31.3% |
| 6M | -18.9% | +14.5% | -33.5% | -43.1% |
| YTD | -55.8% | +12.9% | -68.8% | -67.5% |
| 1Y | -28.0% | +19.4% | -47.4% | -52.4% |
| All | -3.8% | +49.3% | -53.2% | -51.1% |
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