-85.9%
RARE vs SPY
+81.0%
-166.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.3% |
| 7D | -46.1% | -0.4% | -45.7% | -46.3% |
| 30D | -46.6% | -1.4% | -45.2% | -46.3% |
| 3M | -37.2% | +3.7% | -40.9% | -40.2% |
| 6M | -36.7% | +13.0% | -49.7% | -44.8% |
| YTD | -37.8% | +12.4% | -50.2% | -45.4% |
| 1Y | -54.6% | +18.5% | -73.1% | -62.1% |
| 3Y | -65.2% | +77.6% | -142.9% | -81.3% |
| 5Y | -85.9% | +81.7% | -167.5% | -92.7% |
| All | -85.9% | +81.0% | -166.9% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling