-100.0%
RCON vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -13.4% | -2.0% | -11.4% | -12.5% |
| 30D | -78.5% | -1.7% | -76.8% | -78.3% |
| 3M | -98.9% | +4.7% | -103.6% | -98.9% |
| 6M | -99.5% | +12.5% | -112.0% | -99.5% |
| YTD | -99.6% | +11.7% | -111.3% | -99.6% |
| 1Y | -99.7% | +17.5% | -117.2% | -99.7% |
| 3Y | -99.9% | +76.6% | -176.5% | -99.9% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +318.9% | -418.9% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling