-77.5%
RPD vs SPY
+77.4%
-154.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -17.2% | +0.1% | -17.3% | -17.3% |
| 30D | +1.3% | +0.1% | +1.2% | +1.5% |
| 3M | +41.2% | +2.0% | +39.2% | +38.5% |
| 6M | +64.4% | +13.0% | +51.4% | +43.8% |
| YTD | -27.6% | +13.5% | -41.2% | -37.0% |
| 1Y | -44.6% | +20.0% | -64.5% | -54.7% |
| All | -77.5% | +77.4% | -154.9% | -89.2% |
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 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