-25.1%
RPC vs SPY
+81.8%
-106.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +4.9% | +2.0% | +2.9% | +2.9% |
| 6M | +7.8% | +13.0% | -5.2% | -4.5% |
| YTD | -12.1% | +13.5% | -25.7% | -22.1% |
| 1Y | -29.1% | +20.0% | -49.0% | -40.2% |
| 3Y | -24.2% | +77.2% | -101.4% | -53.6% |
| All | -25.1% | +81.8% | -106.9% | -56.2% |
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