-100.0%
RCON vs SPY
+321.4%
-421.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.9% | -6.1% |
| 7D | -13.6% | -0.4% | -13.3% | -13.5% |
| 30D | -83.4% | -1.4% | -82.0% | -83.2% |
| 3M | -98.8% | +3.7% | -102.5% | -98.8% |
| 6M | -99.4% | +13.0% | -112.4% | -99.5% |
| YTD | -99.6% | +12.4% | -112.0% | -99.6% |
| 1Y | -99.7% | +18.5% | -118.2% | -99.7% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +321.4% | -421.4% | -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 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