-95.5%
RCT vs SPY
+37.4%
-132.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | +4.1% | -2.0% | +6.1% | +7.5% |
| 30D | -10.5% | -1.7% | -8.9% | -8.4% |
| 3M | -67.5% | +4.7% | -72.3% | -70.5% |
| 6M | -76.4% | +12.5% | -88.9% | -81.4% |
| YTD | -86.3% | +11.7% | -98.0% | -89.0% |
| 1Y | -84.1% | +17.5% | -101.5% | -88.4% |
| All | -95.5% | +37.4% | -132.9% | -97.5% |
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