-86.5%
RDI vs SPY
+312.9%
-399.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +5.5% | -2.7% | +8.2% | +7.6% |
| 30D | -5.5% | -5.4% | -0.1% | -1.7% |
| 3M | +11.0% | -4.1% | +15.1% | +14.4% |
| 6M | +52.2% | +0.7% | +51.5% | +51.0% |
| YTD | +63.8% | +8.7% | +55.1% | +53.6% |
| 1Y | +28.4% | +10.9% | +17.5% | +18.5% |
| 3Y | -9.0% | +75.0% | -84.0% | -41.6% |
| 5Y | -64.2% | +67.8% | -132.0% | -76.5% |
| All | -86.5% | +312.9% | -399.3% | -95.1% |
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