-18.1%
RITR vs SPY
+38.9%
-56.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.4% | -0.4% | -28.1% | -23.7% |
| 7D | -24.4% | +3.3% | -27.7% | -56.2% |
| 30D | +23.6% | -2.7% | +26.3% | +13.7% |
| 3M | -90.0% | -1.7% | -88.3% | -120.1% |
| 6M | +584.1% | +2.9% | +581.2% | -485.7% |
| YTD | +195.7% | +11.9% | +183.8% | -260.8% |
| 1Y | +111.2% | +12.0% | +99.2% | -214.9% |
| All | -18.1% | +38.9% | -56.9% | -148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling