-100.0%
RPGL vs SPY
+16.5%
-116.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.3% |
| 7D | -27.3% | +3.3% | -30.5% | -32.9% |
| 30D | -78.5% | -2.7% | -75.8% | -75.7% |
| 3M | -69.1% | -1.7% | -67.4% | -65.7% |
| 6M | -96.6% | +3.1% | -99.7% | -96.4% |
| YTD | -99.9% | +11.9% | -111.8% | -99.9% |
| 1Y | -100.0% | +12.0% | -112.0% | -100.0% |
| All | -100.0% | +16.5% | -116.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling