-79.8%
SPXU vs RVTY
+16.6%
-96.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | 0.0% |
| 7D | +1.3% | -5.4% | +6.7% | -1.8% |
| 30D | +5.1% | +6.7% | -1.6% | +9.3% |
| 3M | -9.1% | +19.0% | -28.1% | +1.1% |
| 6M | -29.6% | +34.6% | -64.2% | -13.7% |
| YTD | -27.7% | +28.3% | -56.0% | -12.7% |
| 1Y | -37.0% | +46.0% | -83.0% | -16.2% |
| All | -79.8% | +16.6% | -96.4% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling