-81.3%
RC vs SPY
+513.8%
-595.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.6% | +0.3% | -20.9% | -20.9% |
| 7D | -20.6% | -2.7% | -17.9% | -18.3% |
| 30D | -30.9% | -5.4% | -25.5% | -26.9% |
| 3M | -44.7% | -4.1% | -40.6% | -42.2% |
| 6M | -57.8% | +0.7% | -58.5% | -58.0% |
| YTD | -60.2% | +8.7% | -68.9% | -63.2% |
| 1Y | -70.9% | +10.9% | -81.7% | -73.6% |
| 3Y | -88.7% | +75.0% | -163.7% | -93.4% |
| 5Y | -91.0% | +67.8% | -158.7% | -94.5% |
| 10Y | -80.6% | +312.9% | -393.4% | -93.7% |
| All | -81.3% | +513.8% | -595.1% | -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 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