-49.0%
RDAC vs SPY
+18.1%
-67.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.7% | -4.6% |
| 7D | -9.9% | -0.8% | -9.1% | -10.1% |
| 30D | -16.7% | -1.1% | -15.6% | -16.9% |
| 3M | -20.0% | +3.9% | -23.8% | -18.4% |
| 6M | -9.6% | +13.6% | -23.2% | -3.3% |
| YTD | -46.1% | +12.7% | -58.8% | -42.1% |
| 1Y | -49.0% | +17.5% | -66.5% | -44.7% |
| All | -49.0% | +18.1% | -67.2% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling