+311.9%
RDIV vs SPY
+456.9%
-145.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -1.0% |
| 7D | +1.3% | +0.1% | +1.3% | +1.1% |
| 30D | +9.0% | -3.3% | +12.3% | +12.0% |
| 3M | +0.3% | -2.4% | +2.8% | +2.2% |
| 6M | +12.2% | +2.6% | +9.7% | +8.9% |
| YTD | +23.1% | +11.2% | +11.9% | +10.6% |
| 1Y | +23.7% | +13.4% | +10.3% | +9.1% |
| 3Y | +92.8% | +79.9% | +12.9% | +9.1% |
| 5Y | +87.7% | +72.2% | +15.6% | +9.5% |
| 10Y | +191.2% | +307.3% | -116.1% | -21.7% |
| All | +311.9% | +456.9% | -145.0% | -9.8% |
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