-100.0%
RPGL vs SPY
+15.8%
-115.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.4% | -20.8% | -23.2% |
| 7D | -16.6% | +0.1% | -16.7% | -18.2% |
| 30D | -77.0% | -3.3% | -73.7% | -73.7% |
| 3M | -70.5% | -2.4% | -68.1% | -66.8% |
| 6M | -98.3% | +2.6% | -100.8% | -98.1% |
| YTD | -99.9% | +11.2% | -111.1% | -99.9% |
| 1Y | -100.0% | +13.4% | -113.4% | -100.0% |
| All | -100.0% | +15.8% | -115.8% | -100.0% |
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