-94.3%
RPID vs SPY
+88.5%
-182.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.3% | -6.2% |
| 7D | -18.7% | +0.5% | -19.2% | -19.2% |
| 30D | -29.5% | -0.9% | -28.5% | -28.6% |
| 3M | -38.7% | +3.9% | -42.6% | -41.6% |
| 6M | -70.4% | +14.5% | -84.9% | -74.8% |
| YTD | -57.9% | +12.9% | -70.9% | -63.5% |
| 1Y | -55.1% | +19.4% | -74.5% | -63.4% |
| 3Y | +28.4% | +78.5% | -50.0% | -33.3% |
| 5Y | -94.0% | +81.8% | -175.7% | -96.9% |
| All | -94.3% | +88.5% | -182.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling