-39.1%
SPXU vs RVTY
+57.1%
-96.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.1% |
| 7D | -0.1% | +1.1% | -1.2% | +0.4% |
| 30D | +0.8% | +13.2% | -12.4% | +6.5% |
| 3M | -4.7% | +27.2% | -31.9% | +7.1% |
| 6M | -29.6% | +32.4% | -62.0% | -16.9% |
| YTD | -29.9% | +34.9% | -64.7% | -15.2% |
| 1Y | -39.1% | +52.4% | -91.4% | -22.0% |
| All | -39.1% | +57.1% | -96.2% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling