+23.7%
RCI vs SPY
+307.0%
-283.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -1.7% |
| 30D | +7.1% | -2.0% | +9.0% | +8.0% |
| 3M | -7.8% | -2.8% | -5.0% | -6.6% |
| 6M | -6.1% | +2.1% | -8.3% | -7.7% |
| YTD | -9.4% | +11.5% | -20.9% | -15.2% |
| 1Y | -10.9% | +13.5% | -24.4% | -17.5% |
| 3Y | -10.5% | +77.7% | -88.2% | -37.6% |
| 5Y | -18.0% | +72.6% | -90.6% | -42.5% |
| All | +23.7% | +307.0% | -283.3% | -53.2% |
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