-16.1%
RPC vs SPY
+79.2%
-95.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -2.7% | +3.3% | -5.9% | -5.7% |
| 30D | +16.4% | -2.7% | +19.1% | +19.2% |
| 3M | +8.4% | -1.7% | +10.2% | +10.1% |
| 6M | +12.4% | +3.1% | +9.3% | +8.8% |
| YTD | -1.6% | +11.9% | -13.5% | -11.7% |
| 1Y | -4.6% | +12.0% | -16.6% | -14.4% |
| 3Y | +5.0% | +78.2% | -73.2% | -36.0% |
| 5Y | -24.7% | +73.2% | -97.9% | -53.4% |
| All | -16.1% | +79.2% | -95.3% | -50.3% |
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