+31.5%
RCEL vs SPY
+318.9%
-287.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.1% |
| 7D | -9.9% | -2.0% | -7.9% | -7.2% |
| 30D | +20.2% | -1.7% | +21.9% | +23.1% |
| 3M | +139.3% | +4.7% | +134.6% | +123.9% |
| 6M | +101.2% | +12.5% | +88.7% | +70.6% |
| YTD | +185.8% | +11.7% | +174.1% | +145.4% |
| 1Y | +136.5% | +17.5% | +119.0% | +88.9% |
| 3Y | -37.8% | +76.6% | -114.3% | -72.2% |
| 5Y | -48.4% | +82.0% | -130.4% | -77.3% |
| All | +31.5% | +318.9% | -287.4% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling