+1,045.1%
RCI vs SPY
+2,046.2%
-1,001.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -3.0% |
| 7D | -4.5% | -0.9% | -3.6% | -4.1% |
| 30D | +10.5% | -2.4% | +12.9% | +12.0% |
| 3M | -5.5% | -1.2% | -4.4% | -5.1% |
| 6M | -7.8% | +3.3% | -11.1% | -10.3% |
| YTD | -9.9% | +12.3% | -22.2% | -17.3% |
| 1Y | -10.9% | +12.4% | -23.4% | -18.4% |
| 3Y | -10.6% | +78.8% | -89.4% | -41.4% |
| 5Y | -18.5% | +75.2% | -93.7% | -46.8% |
| 10Y | +23.5% | +311.1% | -287.6% | -56.9% |
| All | +1,045.1% | +2,046.2% | -1,001.1% | +34.3% |
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