+319.7%
SPY vs RVTY
+134.6%
+185.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | -0.4% | -5.4% | +5.1% | +1.4% |
| 30D | -1.4% | +6.7% | -8.1% | -3.6% |
| 3M | +3.7% | +19.0% | -15.3% | -2.7% |
| 6M | +13.0% | +34.6% | -21.6% | +1.0% |
| YTD | +12.4% | +28.3% | -15.9% | +1.5% |
| 1Y | +18.5% | +46.0% | -27.5% | +1.7% |
| 3Y | +77.6% | +16.9% | +60.8% | +58.4% |
| 5Y | +81.7% | -32.9% | +114.6% | +97.7% |
| 10Y | +319.7% | +141.6% | +178.0% | +154.8% |
| All | +319.7% | +134.6% | +185.1% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling