+3,029.2%
SPY vs RVTY
+2,188.9%
+840.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.5% |
| 7D | +0.1% | +6.0% | -5.9% | -1.5% |
| 30D | -3.3% | +4.3% | -7.6% | -4.5% |
| 3M | -2.4% | +40.2% | -42.7% | -10.9% |
| 6M | +2.6% | +59.3% | -56.7% | -9.8% |
| YTD | +11.2% | +66.5% | -55.3% | -4.0% |
| 1Y | +13.4% | +77.5% | -64.1% | -3.9% |
| 3Y | +79.9% | +92.5% | -12.6% | +46.1% |
| 5Y | +72.2% | -6.8% | +79.0% | +65.2% |
| 10Y | +307.3% | +225.4% | +81.9% | +182.4% |
| All | +3,029.2% | +2,188.9% | +840.3% | +1,190.0% |
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