-1.5%
RGR vs SPY
+318.9%
-320.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | +0.9% | -1.7% | +2.6% | +1.6% |
| 3M | -2.8% | +4.7% | -7.5% | -4.8% |
| 6M | -1.4% | +12.5% | -13.9% | -6.4% |
| YTD | +16.3% | +11.7% | +4.6% | +10.8% |
| 1Y | +4.8% | +17.5% | -12.7% | -2.2% |
| 3Y | -21.7% | +76.6% | -98.3% | -39.2% |
| 5Y | -38.1% | +82.0% | -120.1% | -53.0% |
| All | -1.5% | +318.9% | -320.3% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling