+14.8%
SPY vs RVTY
+74.0%
-59.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +1.9% |
| 7D | -0.7% | -3.6% | +2.9% | -0.3% |
| 30D | -1.0% | +1.4% | -2.4% | -1.3% |
| 3M | -0.3% | +43.2% | -43.5% | -5.1% |
| 6M | +7.3% | +84.5% | -77.2% | -2.6% |
| YTD | +13.3% | +65.2% | -51.9% | +3.8% |
| 1Y | +14.8% | +74.3% | -59.5% | +3.8% |
| All | +14.8% | +74.0% | -59.2% | +3.8% |
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