-41.2%
RDCM vs SPY
+307.0%
-348.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.9% |
| 7D | +9.2% | +2.6% | +6.6% | +7.9% |
| 30D | +9.6% | -2.0% | +11.5% | +10.7% |
| 3M | +8.3% | -2.8% | +11.0% | +9.9% |
| 6M | -29.4% | +2.1% | -31.5% | -30.0% |
| YTD | -15.9% | +11.5% | -27.4% | -20.1% |
| 1Y | -13.9% | +13.5% | -27.3% | -18.8% |
| 3Y | +37.5% | +77.7% | -40.2% | +6.4% |
| 5Y | -3.9% | +72.6% | -76.5% | -25.1% |
| All | -41.2% | +307.0% | -348.2% | -74.4% |
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