-63.2%
RPAY vs SPY
+209.2%
-272.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -2.9% |
| 7D | -7.3% | -0.4% | -7.0% | -6.8% |
| 30D | -7.3% | -1.4% | -5.9% | -5.5% |
| 3M | +3.5% | +3.7% | -0.2% | -1.0% |
| 6M | +26.3% | +13.0% | +13.3% | +8.2% |
| YTD | -2.7% | +12.4% | -15.1% | -15.9% |
| 1Y | -40.4% | +18.5% | -59.0% | -51.7% |
| 3Y | -57.4% | +77.6% | -135.0% | -79.3% |
| 5Y | -84.3% | +81.7% | -166.0% | -92.4% |
| All | -63.2% | +209.2% | -272.4% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling