-15.3%
RCUS vs SPY
+81.8%
-97.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -3.0% |
| 30D | +1.5% | -0.9% | +2.5% | +3.0% |
| 3M | +24.6% | +3.9% | +20.7% | +17.4% |
| 6M | +31.4% | +14.5% | +16.9% | +7.5% |
| YTD | +21.9% | +12.9% | +9.0% | +1.9% |
| 1Y | +154.0% | +19.4% | +134.7% | +96.9% |
| 3Y | +35.9% | +78.5% | -42.5% | -41.9% |
| 5Y | -15.3% | +81.8% | -97.1% | -63.7% |
| All | -15.3% | +81.8% | -97.1% | -63.7% |
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