-43.3%
RDCM vs SPY
+308.5%
-351.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | +7.0% | +3.3% | +3.7% | +5.4% |
| 30D | +3.8% | -2.7% | +6.5% | +5.3% |
| 3M | +2.8% | -1.7% | +4.6% | +3.8% |
| 6M | -32.9% | +3.1% | -36.0% | -33.8% |
| YTD | -18.9% | +11.9% | -30.8% | -23.0% |
| 1Y | -20.3% | +12.0% | -32.3% | -24.4% |
| 3Y | +31.0% | +78.2% | -47.2% | +1.3% |
| 5Y | -7.3% | +73.2% | -80.6% | -27.9% |
| All | -43.3% | +308.5% | -351.8% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling