-74.8%
RPID vs SPY
+14.6%
-89.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -4.4% |
| 7D | -14.9% | -0.7% | -14.2% | -13.7% |
| 30D | -30.2% | -1.0% | -29.2% | -28.6% |
| 3M | -66.9% | -0.3% | -66.6% | -66.6% |
| 6M | -72.7% | +7.3% | -80.0% | -75.9% |
| YTD | -76.5% | +13.3% | -89.8% | -81.2% |
| 1Y | -74.8% | +14.8% | -89.6% | -79.9% |
| All | -74.8% | +14.6% | -89.4% | -79.9% |
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 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