+34.5%
RGCO vs SPY
+76.5%
-42.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.5% | -0.4% | -1.2% | -1.3% |
| 30D | -1.2% | -1.4% | +0.2% | -0.3% |
| 3M | -7.8% | +3.7% | -11.5% | -9.9% |
| 6M | -4.5% | +13.0% | -17.5% | -12.0% |
| YTD | +3.0% | +12.4% | -9.4% | -4.9% |
| 1Y | +1.3% | +18.5% | -17.3% | -10.3% |
| All | +34.5% | +76.5% | -42.1% | -21.6% |
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