+341.5%
RCBC vs SPY
+311.3%
+30.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | +12.8% | -0.9% | +13.7% | +12.9% |
| 3M | +27.2% | +3.9% | +23.3% | +26.4% |
| 6M | +21.4% | +14.5% | +6.9% | +18.5% |
| YTD | +21.2% | +12.9% | +8.3% | +18.5% |
| 1Y | +42.0% | +19.4% | +22.6% | +37.4% |
| 3Y | +181.8% | +78.5% | +103.3% | +155.5% |
| 5Y | +109.2% | +81.8% | +27.5% | +88.6% |
| 10Y | +341.5% | +311.5% | +30.0% | +249.0% |
| All | +341.5% | +311.3% | +30.2% | +249.0% |
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