-61.9%
RARE vs SPY
+427.3%
-489.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +4.2% | +2.6% | +1.6% | +0.9% |
| 30D | +7.9% | -2.0% | +9.9% | +11.5% |
| 3M | -39.0% | -2.8% | -36.3% | -37.0% |
| 6M | -39.2% | +2.1% | -41.4% | -41.1% |
| YTD | -30.1% | +11.5% | -41.6% | -39.5% |
| 1Y | -51.1% | +13.5% | -64.6% | -58.5% |
| 3Y | -54.5% | +77.7% | -132.2% | -79.2% |
| 5Y | -80.0% | +72.6% | -152.6% | -90.5% |
| 10Y | -80.4% | +308.2% | -388.6% | -97.6% |
| All | -61.9% | +427.3% | -489.3% | -96.7% |
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 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