+250.1%
SPOT vs RVTY
+65.5%
+184.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | -6.9% | -7.4% | +0.6% | -4.3% |
| 30D | +4.1% | +4.5% | -0.4% | +2.3% |
| 3M | +3.7% | +19.5% | -15.8% | -3.4% |
| 6M | -1.6% | +34.1% | -35.7% | -13.0% |
| YTD | -10.2% | +25.3% | -35.4% | -18.8% |
| 1Y | -25.9% | +47.0% | -72.9% | -37.6% |
| 3Y | +235.6% | +14.1% | +221.5% | +192.8% |
| 5Y | +110.6% | -34.6% | +145.1% | +138.4% |
| All | +250.1% | +65.5% | +184.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling