+121.6%
RAPP vs SPY
+47.4%
+74.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.8% |
| 30D | +1.3% | -0.9% | +2.3% | +2.4% |
| 3M | +25.7% | +3.9% | +21.8% | +19.1% |
| 6M | +52.4% | +14.5% | +37.9% | +26.8% |
| YTD | +51.9% | +12.9% | +39.0% | +28.7% |
| 1Y | +46.5% | +19.4% | +27.1% | +15.5% |
| All | +121.6% | +47.4% | +74.2% | +28.4% |
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