+15.6%
RPG vs SPY
+67.0%
-51.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -2.2% |
| 7D | -12.3% | -4.7% | -7.6% | -6.5% |
| 30D | -19.6% | -5.9% | -13.7% | -12.7% |
| 3M | -17.2% | -4.5% | -12.6% | -11.7% |
| 6M | -13.3% | +1.8% | -15.1% | -14.4% |
| YTD | +4.3% | +8.3% | -4.1% | -4.5% |
| 1Y | +4.7% | +9.3% | -4.7% | -5.1% |
| 3Y | +62.5% | +74.9% | -12.3% | -16.0% |
| 5Y | +15.6% | +67.3% | -51.6% | -35.0% |
| All | +15.6% | +67.0% | -51.4% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling