+34.7%
RRR vs SPY
+79.4%
-44.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +0.1% |
| 7D | +3.1% | -0.9% | +4.0% | +4.0% |
| 30D | 0.0% | -2.4% | +2.4% | +2.2% |
| 3M | -20.0% | -1.2% | -18.9% | -19.4% |
| 6M | -3.7% | +3.3% | -7.0% | -8.1% |
| YTD | -16.6% | +12.3% | -28.9% | -28.1% |
| 1Y | -11.7% | +12.4% | -24.1% | -24.0% |
| All | +34.7% | +79.4% | -44.6% | -48.3% |
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