+71.5%
RA vs SPY
+305.4%
-233.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -3.1% | -1.4% | -1.7% | -2.4% |
| 3M | +0.9% | +3.7% | -2.8% | -1.2% |
| 6M | +2.4% | +13.0% | -10.6% | -4.3% |
| YTD | +3.1% | +12.4% | -9.3% | -3.5% |
| 1Y | +2.0% | +18.5% | -16.5% | -7.4% |
| 3Y | +35.4% | +77.6% | -42.2% | -4.2% |
| 5Y | -0.1% | +81.7% | -81.7% | -31.4% |
| All | +71.5% | +305.4% | -233.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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