-100.0%
SPXU vs RVTY
+723.1%
-823.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.0% |
| 30D | +3.7% | +10.8% | -7.1% | +15.9% |
| 3M | -9.6% | +26.8% | -36.3% | +16.9% |
| 6M | -32.4% | +39.3% | -71.7% | -0.6% |
| YTD | -28.7% | +31.6% | -60.3% | -0.1% |
| 1Y | -38.2% | +47.7% | -85.9% | +0.2% |
| 3Y | -80.4% | +19.9% | -100.4% | -70.7% |
| 5Y | -86.0% | -32.3% | -53.7% | -86.6% |
| 10Y | -99.5% | +138.4% | -238.0% | -95.8% |
| All | -100.0% | +723.1% | -823.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling