-95.4%
RCT vs SPY
+39.6%
-135.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +6.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.6% |
| 30D | +4.5% | +0.1% | +4.5% | +4.1% |
| 3M | -66.1% | +2.0% | -68.1% | -67.5% |
| 6M | -77.5% | +13.0% | -90.5% | -82.3% |
| YTD | -86.1% | +13.5% | -99.7% | -89.2% |
| 1Y | -84.1% | +20.0% | -104.0% | -88.8% |
| All | -95.4% | +39.6% | -135.0% | -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 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