+1,807.1%
RGR vs SPY
+3,034.0%
-1,226.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +1.0% | +2.6% | -1.6% | -0.5% |
| 30D | +17.3% | -2.0% | +19.3% | +18.8% |
| 3M | +34.9% | -2.8% | +37.7% | +37.3% |
| 6M | +29.7% | +2.1% | +27.5% | +28.1% |
| YTD | +56.1% | +11.5% | +44.7% | +46.4% |
| 1Y | +66.0% | +13.5% | +52.5% | +54.1% |
| 3Y | +18.9% | +77.7% | -58.8% | -16.3% |
| 5Y | -16.0% | +72.6% | -88.6% | -40.5% |
| 10Y | +57.1% | +308.2% | -251.1% | -37.0% |
| All | +1,807.1% | +3,034.0% | -1,226.9% | +210.9% |
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