-98.4%
RITR vs SPY
+18.1%
-116.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -5.5% |
| 7D | 0.0% | -0.8% | +0.8% | +2.8% |
| 30D | -36.8% | -1.1% | -35.7% | -33.8% |
| 3M | -88.5% | +3.9% | -92.3% | -90.3% |
| 6M | -86.7% | +13.6% | -100.3% | -89.2% |
| YTD | -92.5% | +12.7% | -105.2% | -93.9% |
| 1Y | -98.4% | +17.5% | -115.9% | -98.7% |
| All | -98.4% | +18.1% | -116.5% | -98.7% |
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