+471.2%
RCBC vs SPY
+678.5%
-207.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | +6.9% | -3.7% | +10.6% | +7.2% |
| 3M | +24.8% | -2.7% | +27.6% | +25.1% |
| 6M | +42.1% | +2.2% | +39.9% | +41.9% |
| YTD | +34.4% | +10.8% | +23.6% | +33.5% |
| 1Y | +51.4% | +11.2% | +40.1% | +50.3% |
| 3Y | +186.9% | +76.5% | +110.4% | +178.2% |
| 5Y | +117.5% | +72.9% | +44.6% | +110.8% |
| 10Y | +375.6% | +304.8% | +70.8% | +352.3% |
| All | +471.2% | +678.5% | -207.3% | +471.1% |
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