-41.9%
RPD vs SPY
+316.5%
-358.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.3% |
| 7D | -11.4% | -2.7% | -8.6% | -8.6% |
| 30D | +17.5% | -5.4% | +22.9% | +25.7% |
| 3M | +41.4% | -4.1% | +45.5% | +48.8% |
| 6M | +123.4% | +0.7% | +122.7% | +120.4% |
| YTD | -3.4% | +8.7% | -12.1% | -14.1% |
| 1Y | +1.9% | +10.9% | -8.9% | -11.6% |
| 3Y | -70.1% | +75.0% | -145.1% | -85.7% |
| 5Y | -89.4% | +67.8% | -157.2% | -94.5% |
| 10Y | +9.8% | +312.9% | -303.1% | -82.9% |
| All | -41.9% | +316.5% | -358.4% | -89.9% |
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