+20.4%
RCI vs SPY
+322.5%
-302.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | +2.0% | -1.1% | +3.1% | +2.6% |
| 3M | -5.7% | +3.9% | -9.6% | -7.8% |
| 6M | -6.5% | +13.6% | -20.1% | -13.0% |
| YTD | -1.3% | +12.7% | -13.9% | -7.9% |
| 1Y | +3.5% | +17.5% | -14.0% | -5.9% |
| 3Y | +1.9% | +76.9% | -75.0% | -28.5% |
| 5Y | -9.6% | +83.6% | -93.2% | -39.0% |
| All | +20.4% | +322.5% | -302.0% | -53.1% |
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