-25.5%
RRGB vs SPY
+77.0%
-102.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.2% |
| 7D | -7.1% | -0.8% | -6.3% | -6.3% |
| 30D | -3.6% | -1.1% | -2.5% | -2.4% |
| 3M | +66.4% | +3.9% | +62.5% | +59.8% |
| 6M | +112.1% | +13.6% | +98.5% | +87.3% |
| YTD | +94.3% | +12.7% | +81.6% | +73.2% |
| 1Y | +15.7% | +17.5% | -1.8% | -0.4% |
| 3Y | -25.5% | +76.9% | -102.4% | -69.1% |
| All | -25.5% | +77.0% | -102.5% | -69.1% |
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