+68.8%
RRC vs SPY
+304.1%
-235.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.2% |
| 7D | -5.2% | -0.6% | -4.6% | -4.8% |
| 30D | +25.2% | -3.7% | +28.9% | +29.8% |
| 3M | +27.4% | -2.7% | +30.1% | +30.5% |
| 6M | +27.0% | +2.2% | +24.8% | +22.6% |
| YTD | +46.3% | +10.8% | +35.4% | +28.2% |
| 1Y | +37.1% | +11.2% | +25.9% | +19.6% |
| 3Y | +60.2% | +76.5% | -16.3% | -17.1% |
| 5Y | +136.6% | +72.9% | +63.7% | +25.0% |
| 10Y | +68.8% | +304.8% | -236.0% | -68.5% |
| All | +68.8% | +304.1% | -235.3% | -68.5% |
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 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