-99.7%
RCON vs SPY
+13.0%
-112.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.4% |
| 7D | +8.3% | -0.9% | +9.2% | +9.1% |
| 30D | -9.9% | -2.4% | -7.6% | -7.7% |
| 3M | -84.8% | -1.2% | -83.7% | -84.6% |
| 6M | -99.4% | +3.3% | -102.7% | -99.4% |
| YTD | -99.7% | +12.3% | -112.0% | -99.7% |
| 1Y | -99.7% | +12.4% | -112.1% | -99.7% |
| All | -99.7% | +13.0% | -112.6% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling