-35.6%
RRGB vs SPY
+1,265.0%
-1,300.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.1% |
| 7D | -7.1% | -0.8% | -6.3% | -6.2% |
| 30D | -3.6% | -1.1% | -2.5% | -2.2% |
| 3M | +66.4% | +3.9% | +62.5% | +58.8% |
| 6M | +112.1% | +13.6% | +98.5% | +84.4% |
| YTD | +94.3% | +12.7% | +81.6% | +70.9% |
| 1Y | +15.7% | +17.5% | -1.8% | -3.0% |
| 3Y | -25.5% | +76.9% | -102.4% | -61.9% |
| 5Y | -66.1% | +83.6% | -149.7% | -82.8% |
| 10Y | -83.9% | +320.7% | -404.6% | -96.2% |
| All | -35.6% | +1,265.0% | -1,300.6% | -93.1% |
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 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