+233.2%
RPG vs SPY
+304.1%
-70.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -3.2% | -0.6% | -2.6% | -2.3% |
| 30D | -13.2% | -3.7% | -9.5% | -8.9% |
| 3M | -11.0% | -2.7% | -8.2% | -7.6% |
| 6M | -9.8% | +2.2% | -12.0% | -11.3% |
| YTD | +11.2% | +10.8% | +0.4% | -0.2% |
| 1Y | +10.5% | +11.2% | -0.8% | -1.2% |
| 3Y | +75.0% | +76.5% | -1.5% | -7.0% |
| 5Y | +25.3% | +72.9% | -47.6% | -31.2% |
| 10Y | +233.2% | +304.8% | -71.6% | -29.0% |
| All | +233.2% | +304.1% | -70.9% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling