+68.8%
RA vs SPY
+299.8%
-230.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +3.9% | -3.7% | +7.6% | +5.9% |
| 3M | -4.6% | -2.7% | -1.9% | -3.3% |
| 6M | -1.8% | +2.2% | -4.0% | -3.1% |
| YTD | +1.5% | +10.8% | -9.3% | -4.4% |
| 1Y | +1.0% | +11.2% | -10.2% | -5.1% |
| 3Y | +34.6% | +76.5% | -41.9% | -4.5% |
| 5Y | -1.5% | +72.9% | -74.4% | -30.3% |
| All | +68.8% | +299.8% | -230.9% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling