-30.6%
SPXU vs RVTY
+74.0%
-104.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -5.8% |
| 7D | +2.2% | -3.6% | +5.7% | +1.0% |
| 30D | +3.8% | +1.4% | +2.4% | +4.5% |
| 3M | +3.3% | +43.2% | -39.9% | +19.7% |
| 6M | -16.7% | +84.5% | -101.2% | +11.4% |
| YTD | -28.6% | +65.2% | -93.8% | -6.0% |
| 1Y | -30.6% | +74.3% | -104.9% | -4.7% |
| All | -30.6% | +74.0% | -104.6% | -4.7% |
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