-99.2%
RCT vs SPY
+37.1%
-136.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.1% | +0.6% | +15.5% | +15.2% |
| 7D | -14.3% | +2.6% | -16.9% | -18.5% |
| 30D | -66.0% | -2.0% | -64.1% | -64.9% |
| 3M | -83.3% | -2.8% | -80.5% | -82.7% |
| 6M | -94.5% | +2.1% | -96.6% | -94.8% |
| YTD | -97.6% | +11.5% | -109.1% | -98.1% |
| 1Y | -97.8% | +13.5% | -111.3% | -98.3% |
| All | -99.2% | +37.1% | -136.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling