+29.6%
RCEL vs SPY
+78.7%
-49.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.9% |
| 7D | +3.3% | +3.3% | 0.0% | -1.3% |
| 30D | +21.3% | -2.7% | +23.9% | +26.3% |
| 3M | +99.5% | -1.7% | +101.3% | +104.8% |
| 6M | +269.9% | +3.1% | +266.8% | +255.1% |
| YTD | +369.6% | +11.9% | +357.7% | +304.7% |
| 1Y | +328.6% | +12.0% | +316.6% | +268.6% |
| All | +29.6% | +78.7% | -49.1% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling