+259.0%
RPG vs SPY
+313.4%
-54.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | -4.9% | +2.0% | -6.8% | -6.6% |
| 6M | +17.5% | +13.0% | +4.5% | +2.5% |
| YTD | +23.8% | +13.5% | +10.3% | +7.6% |
| 1Y | +23.1% | +20.0% | +3.2% | +0.4% |
| 3Y | +85.1% | +77.2% | +7.9% | -2.6% |
| 5Y | +44.4% | +81.9% | -37.5% | -25.4% |
| All | +259.0% | +313.4% | -54.4% | -23.9% |
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 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