+1,753.7%
RVTY vs SPY
+3,091.8%
-1,338.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +13.2% | +0.1% | +13.2% | +13.2% |
| 3M | +27.2% | +2.0% | +25.3% | +24.6% |
| 6M | +32.4% | +13.0% | +19.4% | +18.0% |
| YTD | +34.9% | +13.5% | +21.3% | +19.8% |
| 1Y | +52.4% | +20.0% | +32.4% | +28.7% |
| 3Y | +12.3% | +77.2% | -64.9% | -34.4% |
| 5Y | -30.8% | +81.9% | -112.7% | -60.4% |
| 10Y | +150.7% | +314.1% | -163.4% | -34.5% |
| All | +1,753.7% | +3,091.8% | -1,338.1% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling