+377.0%
RCBC vs SPY
+308.5%
+68.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.9% | +3.3% | -2.3% | +0.4% |
| 30D | +6.9% | -2.7% | +9.6% | +7.4% |
| 3M | +24.9% | -1.7% | +26.6% | +25.3% |
| 6M | +42.9% | +3.1% | +39.8% | +42.1% |
| YTD | +34.8% | +11.9% | +22.9% | +32.0% |
| 1Y | +49.0% | +12.0% | +37.0% | +45.9% |
| 3Y | +187.7% | +78.2% | +109.5% | +160.9% |
| 5Y | +118.2% | +73.2% | +44.9% | +98.4% |
| All | +377.0% | +308.5% | +68.5% | +289.5% |
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