+1.3%
RPC vs SPY
+75.1%
-73.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | +5.2% | -2.7% | +7.9% | +8.3% |
| 30D | +22.6% | -5.4% | +28.0% | +30.6% |
| 3M | +10.9% | -4.1% | +15.0% | +16.2% |
| 6M | +19.3% | +0.7% | +18.6% | +17.5% |
| YTD | +0.3% | +8.7% | -8.4% | -9.6% |
| 1Y | -4.9% | +10.9% | -15.8% | -16.3% |
| 3Y | +1.3% | +75.0% | -73.7% | -44.0% |
| All | +1.3% | +75.1% | -73.8% | -44.0% |
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