-100.0%
RCON vs SPY
+939.5%
-1,039.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | +3.7% | +3.3% | +0.4% | +1.8% |
| 30D | -16.7% | -2.7% | -14.0% | -15.3% |
| 3M | -85.8% | -1.7% | -84.1% | -85.7% |
| 6M | -99.4% | +3.1% | -102.5% | -99.4% |
| YTD | -99.7% | +11.9% | -111.6% | -99.7% |
| 1Y | -99.7% | +12.0% | -111.7% | -99.7% |
| 3Y | -99.9% | +78.2% | -178.1% | -99.9% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 10Y | -100.0% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +939.5% | -1,039.5% | -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