-63.8%
RARE vs SPY
+437.1%
-500.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.5% |
| 7D | -40.3% | +0.1% | -40.4% | -41.0% |
| 30D | -38.6% | +0.1% | -38.7% | -39.3% |
| 3M | -34.4% | +2.0% | -36.4% | -36.8% |
| 6M | -29.8% | +13.0% | -42.8% | -40.7% |
| YTD | -33.5% | +13.5% | -47.0% | -44.2% |
| 1Y | -51.1% | +20.0% | -71.1% | -61.7% |
| 3Y | -59.5% | +77.2% | -136.7% | -81.5% |
| 5Y | -85.1% | +81.9% | -166.9% | -93.5% |
| 10Y | -76.5% | +314.1% | -390.6% | -97.2% |
| All | -63.8% | +437.1% | -500.8% | -97.0% |
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