+312.1%
RDIV vs SPY
+468.5%
-156.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.3% | +0.1% | +0.3% | +0.2% |
| 3M | +8.9% | +2.0% | +6.9% | +6.6% |
| 6M | +12.7% | +13.0% | -0.3% | +0.2% |
| YTD | +23.2% | +13.5% | +9.6% | +9.0% |
| 1Y | +24.4% | +20.0% | +4.4% | +4.5% |
| 3Y | +78.9% | +77.2% | +1.7% | +3.2% |
| 5Y | +84.6% | +81.9% | +2.8% | +2.4% |
| 10Y | +183.2% | +314.1% | -130.8% | -24.7% |
| All | +312.1% | +468.5% | -156.4% | -11.1% |
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 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