-1.1%
RGCO vs SPY
+18.1%
-19.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | -9.1% | +3.9% | -13.0% | -9.9% |
| 6M | -2.2% | +13.6% | -15.8% | -6.0% |
| YTD | +2.9% | +12.7% | -9.8% | -1.1% |
| 1Y | -1.1% | +17.5% | -18.7% | -8.3% |
| All | -1.1% | +18.1% | -19.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling