-62.6%
RDI vs SPY
+74.0%
-136.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | +13.3% | +3.3% | +10.0% | +11.4% |
| 30D | +0.5% | -2.7% | +3.2% | +2.0% |
| 3M | +29.9% | -1.7% | +31.6% | +31.1% |
| 6M | +76.4% | +3.1% | +73.3% | +73.4% |
| YTD | +78.1% | +11.9% | +66.2% | +67.4% |
| 1Y | +42.7% | +12.0% | +30.8% | +34.1% |
| 3Y | +6.9% | +78.2% | -71.3% | -23.1% |
| 5Y | -62.6% | +73.2% | -135.8% | -70.7% |
| All | -62.6% | +74.0% | -136.6% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling