-57.2%
RPT vs SPY
+75.5%
-132.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -2.4% | -2.0% | -0.4% | -0.7% |
| 30D | -1.0% | -1.7% | +0.7% | +0.5% |
| 3M | -12.9% | +4.7% | -17.6% | -16.5% |
| 6M | -8.6% | +12.5% | -21.1% | -18.2% |
| YTD | -19.1% | +11.7% | -30.8% | -27.2% |
| 1Y | -15.1% | +17.5% | -32.6% | -27.6% |
| All | -57.2% | +75.5% | -132.7% | -76.3% |
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 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