-32.3%
RVTY vs SPY
+81.8%
-114.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | +0.4% | +0.5% | -0.2% | -0.2% |
| 30D | +10.8% | -0.9% | +11.8% | +12.0% |
| 3M | +26.8% | +3.9% | +22.9% | +21.4% |
| 6M | +39.3% | +14.5% | +24.8% | +20.7% |
| YTD | +31.6% | +12.9% | +18.7% | +16.0% |
| 1Y | +47.7% | +19.4% | +28.3% | +23.2% |
| 3Y | +19.9% | +78.5% | -58.5% | -33.8% |
| 5Y | -32.3% | +81.8% | -114.1% | -64.5% |
| All | -32.3% | +81.8% | -114.1% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling