-99.3%
RCT vs SPY
+36.8%
-136.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +2.4% | -26.2% | -27.4% |
| 7D | -8.6% | +0.1% | -8.6% | -9.3% |
| 30D | -75.0% | -3.3% | -71.7% | -73.7% |
| 3M | -84.7% | -2.4% | -82.3% | -84.3% |
| 6M | -95.2% | +2.6% | -97.8% | -95.5% |
| YTD | -97.9% | +11.2% | -109.1% | -98.3% |
| 1Y | -98.5% | +13.4% | -111.9% | -98.8% |
| All | -99.3% | +36.8% | -136.1% | -99.6% |
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 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