+26.3%
RPID vs SPY
+75.5%
-49.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -13.0% | -2.0% | -11.1% | -10.8% |
| 30D | -29.0% | -1.7% | -27.3% | -27.5% |
| 3M | -34.4% | +4.7% | -39.2% | -38.3% |
| 6M | -70.9% | +12.5% | -83.4% | -74.8% |
| YTD | -58.6% | +11.7% | -70.3% | -63.7% |
| 1Y | -60.1% | +17.5% | -77.6% | -66.9% |
| All | +26.3% | +75.5% | -49.2% | -20.5% |
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