-100.0%
RCON vs SPY
+943.2%
-1,043.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | +8.3% | -0.9% | +9.2% | +8.9% |
| 30D | -9.9% | -2.4% | -7.6% | -8.6% |
| 3M | -84.8% | -1.2% | -83.7% | -84.7% |
| 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% |
| 3Y | -99.9% | +78.8% | -178.7% | -99.9% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +943.2% | -1,043.2% | -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 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