+471.8%
RCBC vs SPY
+688.8%
-217.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -2.6% | -0.9% | -1.7% | -2.6% |
| 30D | +5.2% | -2.4% | +7.5% | +5.3% |
| 3M | +24.7% | -1.2% | +25.8% | +24.8% |
| 6M | +42.6% | +3.3% | +39.3% | +42.3% |
| YTD | +34.5% | +12.3% | +22.2% | +33.5% |
| 1Y | +51.2% | +12.4% | +38.7% | +50.0% |
| 3Y | +187.2% | +78.8% | +108.3% | +178.2% |
| 5Y | +117.8% | +75.2% | +42.6% | +110.9% |
| 10Y | +376.1% | +311.1% | +65.0% | +352.4% |
| All | +471.8% | +688.8% | -217.0% | +471.2% |
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