+7.5%
RCUS vs SPY
+204.3%
-196.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +2.9% |
| 7D | +0.5% | -2.7% | +3.2% | +4.6% |
| 30D | -25.4% | -5.4% | -20.1% | -19.6% |
| 3M | -35.5% | -4.1% | -31.4% | -31.7% |
| 6M | -29.7% | +0.7% | -30.4% | -30.2% |
| YTD | -23.3% | +8.7% | -32.0% | -30.9% |
| 1Y | -6.5% | +10.9% | -17.4% | -18.0% |
| 3Y | +17.4% | +75.0% | -57.6% | -42.0% |
| 5Y | -47.6% | +67.8% | -115.4% | -72.1% |
| All | +7.5% | +204.3% | -196.8% | -69.5% |
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