-97.0%
RPID vs SPY
+86.1%
-183.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | +1.6% | +2.6% | -1.0% | -1.4% |
| 30D | -20.3% | -2.0% | -18.3% | -17.6% |
| 3M | -61.7% | -2.8% | -58.9% | -59.9% |
| 6M | -73.7% | +2.1% | -75.9% | -74.2% |
| YTD | -77.6% | +11.5% | -89.0% | -80.0% |
| 1Y | -85.4% | +13.5% | -98.9% | -87.3% |
| 3Y | -34.9% | +77.7% | -112.6% | -65.6% |
| 5Y | -96.2% | +72.6% | -168.8% | -97.9% |
| All | -97.0% | +86.1% | -183.0% | -98.5% |
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 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