+12.2%
RCTR vs SPY
+19.8%
-7.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.0% |
| 7D | -0.8% | -2.0% | +1.2% | +2.0% |
| 30D | -1.5% | -1.7% | +0.2% | +0.9% |
| 3M | +4.8% | +4.7% | 0.0% | -2.0% |
| 6M | -7.6% | +12.5% | -20.1% | -21.3% |
| YTD | +4.6% | +11.7% | -7.1% | -10.1% |
| 1Y | +9.2% | +17.5% | -8.3% | -11.9% |
| All | +12.2% | +19.8% | -7.6% | -12.6% |
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