-61.7%
RC vs SPY
+541.3%
-603.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +13.6% | +0.1% | +13.6% | +13.7% |
| 3M | +2.3% | +2.0% | +0.3% | +0.4% |
| 6M | -14.4% | +13.0% | -27.5% | -24.0% |
| YTD | -18.8% | +13.5% | -32.3% | -28.2% |
| 1Y | -56.9% | +20.0% | -76.9% | -63.9% |
| 3Y | -78.4% | +77.2% | -155.6% | -87.6% |
| 5Y | -79.7% | +81.9% | -161.6% | -88.7% |
| 10Y | -61.9% | +314.1% | -375.9% | -87.9% |
| All | -61.7% | +541.3% | -603.1% | -90.1% |
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