-9.7%
RPT vs SPY
+21.3%
-31.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | +6.7% | +0.2% | +6.4% | +6.5% |
| 3M | -6.5% | +2.8% | -9.3% | -7.9% |
| 6M | -8.5% | +14.3% | -22.7% | -14.2% |
| YTD | -17.0% | +14.0% | -31.0% | -22.2% |
| All | -9.7% | +21.3% | -31.0% | -19.3% |
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