-27.5%
RPC vs SPY
+72.1%
-99.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -1.8% | +2.6% | -4.3% | -4.2% |
| 30D | +19.3% | -2.0% | +21.3% | +21.2% |
| 3M | +6.9% | -2.8% | +9.6% | +9.6% |
| 6M | +15.4% | +2.1% | +13.2% | +12.7% |
| YTD | -1.5% | +11.5% | -13.0% | -11.3% |
| 1Y | -1.8% | +13.5% | -15.2% | -12.9% |
| 3Y | +8.2% | +77.7% | -69.5% | -33.7% |
| All | -27.5% | +72.1% | -99.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling