-37.5%
RCEL vs SPY
+621.6%
-659.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.0% |
| 7D | -5.8% | +2.6% | -8.4% | -8.9% |
| 30D | +19.3% | -2.0% | +21.3% | +22.7% |
| 3M | +95.1% | -2.8% | +97.9% | +102.9% |
| 6M | +266.9% | +2.1% | +264.8% | +257.8% |
| YTD | +353.0% | +11.5% | +341.6% | +297.2% |
| 1Y | +317.9% | +13.5% | +304.5% | +257.7% |
| 3Y | +25.0% | +77.7% | -52.7% | -39.6% |
| 5Y | -5.6% | +72.6% | -78.2% | -51.2% |
| 10Y | +54.0% | +308.2% | -254.2% | -64.8% |
| All | -37.5% | +621.6% | -659.1% | -92.5% |
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