-13.5%
RPC vs SPY
+77.5%
-91.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +4.5% | -0.6% | +5.1% | +4.8% |
| 30D | +23.7% | -3.7% | +27.4% | +27.9% |
| 3M | +14.6% | -2.7% | +17.3% | +17.5% |
| 6M | +13.3% | +2.2% | +11.1% | +10.6% |
| YTD | +1.5% | +10.8% | -9.3% | -8.1% |
| 1Y | -4.0% | +11.2% | -15.3% | -13.3% |
| 3Y | +8.3% | +76.5% | -68.2% | -33.3% |
| 5Y | -16.7% | +72.9% | -89.7% | -48.6% |
| All | -13.5% | +77.5% | -91.0% | -48.3% |
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