+313.6%
RDIV vs SPY
+462.2%
-148.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -1.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.3% |
| 30D | +9.0% | -2.4% | +11.4% | +11.1% |
| 3M | +0.7% | -1.2% | +1.9% | +1.4% |
| 6M | +13.9% | +3.3% | +10.7% | +9.9% |
| YTD | +23.7% | +12.3% | +11.4% | +10.1% |
| 1Y | +22.6% | +12.4% | +10.2% | +9.0% |
| 3Y | +92.4% | +78.8% | +13.5% | +9.6% |
| 5Y | +86.4% | +75.2% | +11.2% | +6.9% |
| 10Y | +186.8% | +311.1% | -124.3% | -23.5% |
| All | +313.6% | +462.2% | -148.6% | -10.2% |
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