-6.3%
RCD vs SPY
+30.2%
-36.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -8.2% | -3.3% | -4.9% | -7.7% |
| 3M | -10.5% | -2.4% | -8.1% | -10.2% |
| 6M | -5.6% | +2.6% | -8.2% | -5.9% |
| YTD | +3.8% | +11.2% | -7.4% | +2.3% |
| 1Y | -6.9% | +13.4% | -20.3% | -8.5% |
| All | -6.3% | +30.2% | -36.5% | -10.3% |
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