-80.7%
RC vs SPY
+307.0%
-387.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.5% |
| 7D | -3.5% | +2.6% | -6.1% | -5.9% |
| 30D | -23.4% | -2.0% | -21.4% | -21.3% |
| 3M | -53.6% | -2.8% | -50.8% | -51.8% |
| 6M | -51.1% | +2.1% | -53.2% | -51.9% |
| YTD | -61.6% | +11.5% | -73.1% | -65.7% |
| 1Y | -68.5% | +13.5% | -82.0% | -72.3% |
| 3Y | -88.8% | +77.7% | -166.5% | -94.0% |
| 5Y | -91.1% | +72.6% | -163.7% | -95.1% |
| All | -80.7% | +307.0% | -387.7% | -94.9% |
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