+82.8%
RVTY vs CASY
+154.1%
-71.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +1.0% | +8.7% | -7.7% | +0.1% |
| 3M | +35.8% | -17.3% | +53.1% | +38.8% |
| 6M | +56.7% | -19.7% | +76.4% | +61.0% |
| YTD | +60.7% | +24.8% | +35.9% | +48.9% |
| 1Y | +73.7% | +31.9% | +41.8% | +58.4% |
| 3Y | +82.8% | +155.4% | -72.6% | +35.0% |
| All | +82.8% | +154.1% | -71.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling