+3,094.0%
SPY vs RVTY
+1,753.7%
+1,340.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.1% | +13.2% | -13.2% | -3.1% |
| 3M | +2.0% | +27.2% | -25.3% | -4.5% |
| 6M | +13.0% | +32.4% | -19.4% | +4.2% |
| YTD | +13.5% | +34.9% | -21.3% | +3.8% |
| 1Y | +20.0% | +52.4% | -32.4% | +5.9% |
| 3Y | +77.2% | +12.3% | +64.9% | +64.9% |
| 5Y | +81.9% | -30.8% | +112.7% | +89.0% |
| 10Y | +314.1% | +150.7% | +163.4% | +207.6% |
| All | +3,094.0% | +1,753.7% | +1,340.3% | +1,295.4% |
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