+0.6%
RCTR vs SPY
+20.4%
-19.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -1.0% |
| 7D | +1.6% | -0.9% | +2.5% | +2.8% |
| 30D | -6.1% | -2.4% | -3.7% | -2.9% |
| 3M | -11.7% | -1.2% | -10.5% | -10.2% |
| 6M | -20.0% | +3.3% | -23.3% | -23.5% |
| YTD | -6.2% | +12.3% | -18.5% | -20.0% |
| 1Y | -9.7% | +12.4% | -22.1% | -23.0% |
| All | +0.6% | +20.4% | -19.8% | -22.1% |
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