-100.0%
RPGL vs SPY
+9.7%
-109.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | +0.3% | -14.8% | -15.2% |
| 7D | +10.4% | -2.7% | +13.1% | +16.0% |
| 30D | -69.0% | -5.4% | -63.6% | -62.9% |
| 3M | -63.3% | -4.1% | -59.3% | -57.0% |
| 6M | -98.7% | +0.7% | -99.4% | -98.5% |
| YTD | -99.8% | +8.7% | -108.5% | -99.9% |
| All | -100.0% | +9.7% | -109.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling