-97.9%
RITR vs SPY
+39.5%
-137.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -12.1% | -0.4% | -11.8% | -11.5% |
| 30D | -48.2% | -1.4% | -46.8% | -47.0% |
| 3M | -81.2% | +3.7% | -84.9% | -82.3% |
| 6M | -86.2% | +13.0% | -99.2% | -87.5% |
| YTD | -92.4% | +12.4% | -104.8% | -93.1% |
| 1Y | -98.3% | +18.5% | -116.9% | -98.5% |
| All | -97.9% | +39.5% | -137.4% | -97.9% |
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 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