-82.7%
RDI vs SPY
+313.2%
-395.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.7% |
| 7D | +16.4% | +0.1% | +16.3% | +16.3% |
| 30D | +56.0% | +0.1% | +55.9% | +55.9% |
| 3M | +100.0% | +2.0% | +98.0% | +96.7% |
| 6M | +129.4% | +13.0% | +116.4% | +109.4% |
| YTD | +122.9% | +13.5% | +109.3% | +102.5% |
| 1Y | +56.0% | +20.0% | +36.0% | +36.0% |
| 3Y | -0.8% | +77.2% | -78.0% | -36.7% |
| 5Y | -50.5% | +81.9% | -132.4% | -69.4% |
| All | -82.7% | +313.2% | -395.9% | -94.0% |
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