+65.5%
RA vs SPY
+302.1%
-236.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.2% | +2.6% | -4.8% | -3.5% |
| 30D | +2.9% | -2.0% | +4.8% | +3.9% |
| 3M | -6.0% | -2.8% | -3.2% | -4.6% |
| 6M | -3.2% | +2.1% | -5.3% | -4.5% |
| YTD | -0.4% | +11.5% | -11.9% | -6.5% |
| 1Y | +0.4% | +13.5% | -13.1% | -6.7% |
| 3Y | +31.7% | +77.7% | -46.0% | -7.0% |
| 5Y | -3.1% | +72.6% | -75.8% | -31.3% |
| All | +65.5% | +302.1% | -236.6% | -23.9% |
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