-46.0%
RDTL vs SPY
+33.6%
-79.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +14.0% |
| 7D | -1.4% | -2.0% | +0.5% | +6.4% |
| 30D | -6.4% | -1.7% | -4.8% | +0.3% |
| 3M | -36.1% | +4.7% | -40.8% | -45.9% |
| 6M | -10.1% | +12.5% | -22.6% | -40.4% |
| YTD | -72.7% | +11.7% | -84.5% | -81.6% |
| 1Y | -82.0% | +17.5% | -99.5% | -89.5% |
| All | -46.0% | +33.6% | -79.6% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling