-76.5%
RC vs SPY
+304.1%
-380.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -7.3% | -0.6% | -6.8% | -6.3% |
| 30D | -22.3% | -3.7% | -18.6% | -18.6% |
| 3M | -45.0% | -2.7% | -42.2% | -42.9% |
| 6M | -45.8% | +2.2% | -48.0% | -46.7% |
| YTD | -52.7% | +10.8% | -63.6% | -57.4% |
| 1Y | -61.7% | +11.2% | -72.9% | -65.5% |
| 3Y | -86.3% | +76.5% | -162.8% | -92.6% |
| 5Y | -89.0% | +72.9% | -162.0% | -94.0% |
| 10Y | -76.5% | +304.8% | -381.3% | -93.7% |
| All | -76.5% | +304.1% | -380.6% | -93.7% |
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 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