-79.8%
RARE vs SPY
+318.9%
-398.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | -3.0% | -2.0% | -1.0% | -0.6% |
| 30D | -46.6% | -1.7% | -44.9% | -46.0% |
| 3M | -37.3% | +4.7% | -42.0% | -41.5% |
| 6M | -37.0% | +12.5% | -49.5% | -46.0% |
| YTD | -37.4% | +11.7% | -49.1% | -45.9% |
| 1Y | -54.0% | +17.5% | -71.5% | -62.5% |
| 3Y | -65.0% | +76.6% | -141.6% | -83.2% |
| 5Y | -85.8% | +82.0% | -167.9% | -93.5% |
| All | -79.8% | +318.9% | -398.7% | -97.9% |
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