-59.6%
RGTU vs SPY
+27.6%
-87.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -7.0% | -3.8% |
| 7D | +4.4% | -0.4% | +4.7% | +7.1% |
| 30D | -29.1% | -1.4% | -27.8% | -19.6% |
| 3M | -51.7% | +3.7% | -55.4% | -59.3% |
| 6M | -57.2% | +13.0% | -70.2% | -75.7% |
| YTD | -77.6% | +12.4% | -90.0% | -86.3% |
| 1Y | -75.6% | +18.5% | -94.1% | -89.4% |
| All | -59.6% | +27.6% | -87.1% | -90.5% |
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