-51.7%
RDTL vs SPY
+34.4%
-86.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -2.1% |
| 7D | -14.2% | -0.4% | -13.9% | -13.0% |
| 30D | -18.9% | -1.4% | -17.6% | -13.8% |
| 3M | -47.0% | +3.7% | -50.7% | -53.1% |
| 6M | -24.8% | +13.0% | -37.8% | -50.9% |
| YTD | -75.6% | +12.4% | -88.0% | -83.9% |
| 1Y | -81.4% | +18.5% | -99.9% | -89.4% |
| All | -51.7% | +34.4% | -86.0% | -80.9% |
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