-17.0%
RPT vs SPY
+18.1%
-35.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | -3.0% | -1.1% | -2.0% | -2.6% |
| 3M | -12.1% | +3.9% | -15.9% | -13.7% |
| 6M | -8.6% | +13.6% | -22.2% | -14.1% |
| YTD | -19.4% | +12.7% | -32.1% | -24.0% |
| 1Y | -17.0% | +17.5% | -34.5% | -25.5% |
| All | -17.0% | +18.1% | -35.2% | -25.5% |
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 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