+415.5%
RCBC vs SPY
+697.5%
-282.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +7.0% | +0.1% | +7.0% | +7.0% |
| 3M | +27.9% | +2.0% | +25.9% | +27.8% |
| 6M | +20.9% | +13.0% | +7.9% | +19.9% |
| YTD | +21.3% | +13.5% | +7.7% | +20.3% |
| 1Y | +44.0% | +20.0% | +24.0% | +42.3% |
| 3Y | +171.8% | +77.2% | +94.6% | +163.3% |
| 5Y | +103.2% | +81.9% | +21.3% | +96.4% |
| 10Y | +341.8% | +314.1% | +27.7% | +319.4% |
| All | +415.5% | +697.5% | -282.1% | +414.6% |
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