+138.4%
RVTY vs CASY
+549.1%
-410.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.7% |
| 7D | +0.4% | -4.4% | +4.7% | +1.4% |
| 30D | +10.8% | -12.0% | +22.9% | +13.9% |
| 3M | +26.8% | -2.3% | +29.1% | +25.6% |
| 6M | +39.3% | +10.5% | +28.8% | +33.2% |
| YTD | +31.6% | +33.0% | -1.4% | +19.6% |
| 1Y | +47.7% | +41.1% | +6.6% | +31.6% |
| 3Y | +19.9% | +207.5% | -187.6% | -15.4% |
| 5Y | -32.3% | +290.7% | -323.1% | -55.9% |
| 10Y | +138.4% | +556.5% | -418.0% | +30.1% |
| All | +138.4% | +549.1% | -410.6% | +30.1% |
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