+74.3%
RVTY vs SPY
+14.6%
+59.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -4.4% |
| 7D | -3.6% | -0.7% | -2.9% | -2.7% |
| 30D | +1.4% | -1.0% | +2.4% | +2.6% |
| 3M | +43.2% | -0.3% | +43.5% | +43.9% |
| 6M | +84.5% | +7.3% | +77.2% | +66.6% |
| YTD | +65.2% | +13.3% | +51.9% | +39.8% |
| 1Y | +74.3% | +14.8% | +59.5% | +45.9% |
| All | +74.3% | +14.6% | +59.7% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling