+255.6%
RRR vs SPY
+329.6%
-74.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | +2.6% | +3.3% | -0.7% | -2.1% |
| 30D | -3.2% | -2.7% | -0.5% | +0.1% |
| 3M | -21.7% | -1.7% | -19.9% | -20.2% |
| 6M | -6.4% | +3.1% | -9.5% | -12.1% |
| YTD | -18.3% | +11.9% | -30.2% | -32.2% |
| 1Y | -12.7% | +12.0% | -24.7% | -27.8% |
| 3Y | +29.4% | +78.2% | -48.8% | -47.9% |
| 5Y | +22.7% | +73.2% | -50.6% | -47.9% |
| 10Y | +196.2% | +309.6% | -113.5% | -56.4% |
| All | +255.6% | +329.6% | -74.1% | -49.3% |
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 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