-13.8%
RPC vs SPY
+73.5%
-87.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +5.4% |
| 7D | +5.3% | -4.7% | +10.0% | +10.1% |
| 30D | +22.7% | -5.9% | +28.6% | +29.9% |
| 3M | +10.5% | -4.5% | +15.1% | +15.4% |
| 6M | +19.8% | +1.8% | +18.0% | +17.4% |
| YTD | +1.1% | +8.3% | -7.2% | -6.4% |
| 1Y | -5.9% | +9.3% | -15.2% | -13.5% |
| 3Y | +1.5% | +74.9% | -73.3% | -36.8% |
| 5Y | -16.7% | +67.3% | -84.0% | -46.6% |
| All | -13.8% | +73.5% | -87.3% | -47.3% |
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 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