-77.2%
RDCM vs SPY
+1,240.6%
-1,317.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | -30.6% | +2.0% | -32.6% | -31.7% |
| 6M | -12.9% | +13.0% | -25.9% | -20.4% |
| YTD | -23.3% | +13.5% | -36.9% | -30.1% |
| 1Y | -24.9% | +20.0% | -44.8% | -34.1% |
| 3Y | +11.8% | +77.2% | -65.4% | -26.1% |
| 5Y | -9.2% | +81.9% | -91.1% | -43.0% |
| 10Y | -49.2% | +314.1% | -363.3% | -83.9% |
| All | -77.2% | +1,240.6% | -1,317.8% | -97.7% |
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 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