+13.8%
RCTR vs SPY
+21.8%
-8.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | +1.7% | +0.1% | +1.6% | +1.6% |
| 3M | -2.6% | +2.0% | -4.6% | -5.2% |
| 6M | -7.3% | +13.0% | -20.4% | -21.6% |
| YTD | +6.1% | +13.5% | -7.4% | -10.9% |
| 1Y | +14.8% | +20.0% | -5.2% | -10.0% |
| All | +13.8% | +21.8% | -8.0% | -13.3% |
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