-17.9%
RICK vs SPY
+20.8%
-38.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +13.1% | +0.1% | +13.1% | +13.1% |
| 3M | +17.2% | +2.0% | +15.2% | +14.6% |
| 6M | +22.2% | +13.0% | +9.2% | +6.0% |
| YTD | +23.9% | +13.5% | +10.4% | +6.8% |
| 1Y | -17.9% | +20.0% | -37.9% | -40.4% |
| All | -17.9% | +20.8% | -38.8% | -40.4% |
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