+39.2%
RVNU vs SPY
+482.7%
-443.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -3.4% | -1.1% | -2.4% | -3.4% |
| 3M | -4.1% | +3.9% | -8.0% | -4.4% |
| 6M | -1.2% | +13.6% | -14.8% | -2.2% |
| YTD | -0.3% | +12.7% | -12.9% | -1.2% |
| 1Y | +1.1% | +17.5% | -16.4% | -0.2% |
| 3Y | +8.3% | +76.9% | -68.6% | +3.3% |
| 5Y | -5.4% | +83.6% | -89.0% | -10.4% |
| 10Y | +14.3% | +320.7% | -306.4% | +2.5% |
| All | +39.2% | +482.7% | -443.5% | +20.1% |
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