+241.9%
RRR vs SPY
+321.4%
-79.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -2.7% |
| 30D | -10.2% | -1.4% | -8.9% | -8.4% |
| 3M | -7.6% | +3.7% | -11.3% | -13.2% |
| 6M | -4.5% | +13.0% | -17.5% | -21.5% |
| YTD | -9.0% | +12.4% | -21.4% | -24.6% |
| 1Y | -6.8% | +18.5% | -25.3% | -29.1% |
| 3Y | +43.8% | +77.6% | -33.8% | -41.8% |
| 5Y | +57.2% | +81.7% | -24.5% | -38.9% |
| All | +241.9% | +321.4% | -79.5% | -54.1% |
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 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