+72.8%
RVTY vs CASY
+31.3%
+41.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.9% |
| 7D | -2.7% | +5.0% | -7.7% | -2.3% |
| 30D | +3.2% | +8.2% | -4.9% | +3.9% |
| 3M | +37.2% | -18.2% | +55.4% | +36.6% |
| 6M | +57.7% | -18.6% | +76.3% | +60.5% |
| YTD | +64.8% | +26.8% | +38.1% | +62.5% |
| 1Y | +72.8% | +31.6% | +41.2% | +66.6% |
| All | +72.8% | +31.3% | +41.5% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling