-35.2%
RCEL vs SPY
+624.2%
-659.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.9% |
| 7D | +3.3% | +3.3% | 0.0% | -1.0% |
| 30D | +21.3% | -2.7% | +23.9% | +25.9% |
| 3M | +99.5% | -1.7% | +101.3% | +104.5% |
| 6M | +269.9% | +3.1% | +266.8% | +256.2% |
| YTD | +369.6% | +11.9% | +357.7% | +309.6% |
| 1Y | +328.6% | +12.0% | +316.6% | +272.9% |
| 3Y | +43.5% | +78.2% | -34.7% | -30.9% |
| 5Y | -2.1% | +73.2% | -75.4% | -49.7% |
| 10Y | +59.6% | +309.6% | -250.0% | -63.7% |
| All | -35.2% | +624.2% | -659.4% | -92.3% |
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