-56.5%
RPD vs SPY
+335.2%
-391.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 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% | +37.8% |
| 6M | +64.4% | +13.0% | +51.4% | +39.8% |
| YTD | -27.6% | +13.5% | -41.2% | -38.8% |
| 1Y | -44.6% | +20.0% | -64.5% | -56.4% |
| 3Y | -78.4% | +77.2% | -155.6% | -89.8% |
| 5Y | -91.2% | +81.9% | -173.1% | -95.8% |
| 10Y | -38.8% | +314.1% | -352.8% | -90.3% |
| All | -56.5% | +335.2% | -391.6% | -92.8% |
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