-43.8%
RPT vs SPY
+346.0%
-389.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -7.1% | +2.0% | -9.1% | -8.7% |
| 6M | -9.4% | +13.0% | -22.4% | -18.2% |
| YTD | -16.3% | +13.5% | -29.8% | -24.7% |
| 1Y | -8.9% | +20.0% | -28.8% | -21.8% |
| 3Y | -55.9% | +77.2% | -133.1% | -72.2% |
| 5Y | -70.3% | +81.9% | -152.2% | -81.9% |
| 10Y | -48.7% | +314.1% | -362.8% | -81.0% |
| All | -43.8% | +346.0% | -389.7% | -79.7% |
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