-97.6%
RCAX vs SPY
+9.6%
-107.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.4% | -16.0% | -13.9% |
| 7D | +27.3% | +3.3% | +24.0% | +5.7% |
| 30D | -50.6% | -2.7% | -47.9% | -36.0% |
| 3M | -89.3% | -1.7% | -87.5% | -86.8% |
| 6M | -94.0% | +3.1% | -97.1% | -93.8% |
| All | -97.6% | +9.6% | -107.2% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling