-83.8%
RCT vs SPY
+18.8%
-102.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.7% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | -4.8% | -1.4% | -3.5% | -3.5% |
| 3M | -63.2% | +3.7% | -66.9% | -65.3% |
| 6M | -77.3% | +13.0% | -90.3% | -81.4% |
| YTD | -86.1% | +12.4% | -98.5% | -88.5% |
| 1Y | -83.8% | +18.5% | -102.3% | -85.5% |
| All | -83.8% | +18.8% | -102.6% | -85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling