-70.1%
RPD vs SPY
+75.1%
-145.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.2% |
| 7D | -11.4% | -2.7% | -8.6% | -9.2% |
| 30D | +17.5% | -5.4% | +22.9% | +24.2% |
| 3M | +41.4% | -4.1% | +45.5% | +47.4% |
| 6M | +123.4% | +0.7% | +122.7% | +121.1% |
| YTD | -3.4% | +8.7% | -12.1% | -12.2% |
| 1Y | +1.9% | +10.9% | -8.9% | -9.5% |
| 3Y | -70.1% | +75.0% | -145.1% | -86.0% |
| All | -70.1% | +75.1% | -145.2% | -86.0% |
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