-100.0%
RVSN vs SPY
+76.4%
-176.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.7% |
| 7D | -18.8% | -0.4% | -18.5% | -18.6% |
| 30D | -13.9% | -1.4% | -12.5% | -12.8% |
| 3M | -11.2% | +3.7% | -14.9% | -14.4% |
| 6M | -50.7% | +13.0% | -63.7% | -56.6% |
| YTD | -98.6% | +12.4% | -111.0% | -98.5% |
| 1Y | -98.9% | +18.5% | -117.4% | -98.8% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| All | -100.0% | +76.4% | -176.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling