-47.4%
RCUS vs SPY
+67.4%
-114.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +2.9% |
| 7D | +0.5% | -2.7% | +3.2% | +5.1% |
| 30D | -25.4% | -5.4% | -20.1% | -18.8% |
| 3M | -35.5% | -4.1% | -31.4% | -31.2% |
| 6M | -29.7% | +0.7% | -30.4% | -30.4% |
| YTD | -23.3% | +8.7% | -32.0% | -32.1% |
| 1Y | -6.5% | +10.9% | -17.4% | -19.7% |
| 3Y | +17.4% | +75.0% | -57.6% | -48.3% |
| All | -47.4% | +67.4% | -114.8% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling