-51.7%
RPT vs SPY
+337.9%
-389.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | -2.2% | +2.6% | -4.8% | -4.1% |
| 30D | +4.4% | -2.0% | +6.4% | +6.1% |
| 3M | -14.8% | -2.8% | -12.0% | -12.9% |
| 6M | -21.0% | +2.1% | -23.1% | -22.6% |
| YTD | -28.1% | +11.5% | -39.6% | -34.4% |
| 1Y | -19.9% | +13.5% | -33.3% | -28.1% |
| 3Y | -47.1% | +77.7% | -124.8% | -66.8% |
| 5Y | -75.3% | +72.6% | -147.9% | -84.3% |
| 10Y | -55.6% | +308.2% | -363.7% | -83.3% |
| All | -51.7% | +337.9% | -389.6% | -82.3% |
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 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