+748.8%
RCS vs SPY
+2,769.2%
-2,020.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.4% | +3.3% | -3.7% | -1.5% |
| 30D | -0.2% | -2.7% | +2.5% | +0.7% |
| 3M | -3.2% | -1.7% | -1.5% | -2.7% |
| 6M | -7.2% | +3.1% | -10.3% | -8.4% |
| YTD | -3.4% | +11.9% | -15.3% | -7.2% |
| 1Y | -23.3% | +12.0% | -35.3% | -26.4% |
| 3Y | +19.3% | +78.2% | -58.8% | -3.1% |
| 5Y | +5.9% | +73.2% | -67.3% | -13.6% |
| 10Y | +43.7% | +309.6% | -266.0% | -9.5% |
| All | +748.8% | +2,769.2% | -2,020.5% | +223.6% |
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