-6.3%
RCD vs SPY
+29.7%
-36.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.9% | -0.6% | +3.4% | +2.9% |
| 30D | -8.2% | -3.7% | -4.5% | -7.6% |
| 3M | -9.7% | -2.7% | -6.9% | -9.3% |
| 6M | -5.6% | +2.2% | -7.8% | -5.8% |
| YTD | +3.8% | +10.8% | -7.0% | +2.3% |
| 1Y | -6.9% | +11.2% | -18.2% | -8.3% |
| All | -6.3% | +29.7% | -36.0% | -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