+29.5%
RPAR vs SPY
+163.7%
-134.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -0.5% | -1.7% | +1.2% | +0.1% |
| 3M | +0.5% | +4.7% | -4.2% | -1.1% |
| 6M | -2.1% | +12.5% | -14.6% | -6.1% |
| YTD | +4.4% | +11.7% | -7.4% | +0.3% |
| 1Y | +8.2% | +17.5% | -9.3% | +2.2% |
| 3Y | +29.9% | +76.6% | -46.7% | +6.1% |
| 5Y | +2.5% | +82.0% | -79.5% | -18.0% |
| All | +29.5% | +163.7% | -134.1% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling