-12.7%
RRR vs SPY
+11.8%
-24.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +2.6% | +3.3% | -0.7% | +1.0% |
| 30D | -3.2% | -2.7% | -0.5% | -2.0% |
| 3M | -21.7% | -1.7% | -19.9% | -21.1% |
| 6M | -6.4% | +3.1% | -9.5% | -8.9% |
| YTD | -18.3% | +11.9% | -30.2% | -27.3% |
| 1Y | -12.7% | +12.0% | -24.7% | -22.2% |
| All | -12.7% | +11.8% | -24.5% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling