+223.7%
RVTY vs CASY
+556.9%
-333.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.0% |
| 7D | -0.7% | +5.8% | -6.6% | -2.0% |
| 30D | +1.7% | +10.7% | -9.0% | -0.6% |
| 3M | +36.8% | -13.9% | +50.7% | +40.6% |
| 6M | +60.1% | -18.4% | +78.5% | +65.3% |
| YTD | +64.0% | +29.6% | +34.3% | +49.2% |
| 1Y | +68.2% | +32.8% | +35.4% | +51.7% |
| 3Y | +88.8% | +162.3% | -73.5% | +38.5% |
| 5Y | -10.5% | +265.0% | -275.6% | -41.0% |
| All | +223.7% | +556.9% | -333.2% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling