+311.2%
RRR vs SPY
+336.0%
-24.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -6.3% | +0.1% | -6.3% | -6.4% |
| 3M | +1.2% | +2.0% | -0.8% | -2.7% |
| 6M | -3.9% | +13.0% | -16.9% | -20.8% |
| YTD | -5.5% | +13.5% | -19.1% | -22.7% |
| 1Y | -4.8% | +20.0% | -24.7% | -28.7% |
| 3Y | +43.5% | +77.2% | -33.7% | -41.1% |
| 5Y | +55.1% | +81.9% | -26.7% | -39.0% |
| 10Y | +242.2% | +314.1% | -71.9% | -50.3% |
| All | +311.2% | +336.0% | -24.8% | -42.2% |
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 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