+5.5%
RRC vs SPY
+312.5%
-307.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -1.7% | -0.4% | -1.4% | -1.4% |
| 30D | +3.6% | -1.4% | +5.0% | +5.0% |
| 3M | +8.8% | +3.7% | +5.1% | +4.0% |
| 6M | +0.8% | +13.0% | -12.2% | -12.9% |
| YTD | +19.0% | +12.4% | +6.6% | +3.1% |
| 1Y | +22.9% | +18.5% | +4.4% | +0.4% |
| 3Y | +32.3% | +77.6% | -45.3% | -32.0% |
| 5Y | +151.6% | +81.7% | +69.9% | +25.9% |
| 10Y | +5.5% | +319.7% | -314.1% | -82.9% |
| All | +5.5% | +312.5% | -307.0% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling