+362.9%
RSPD vs SPY
+701.3%
-338.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -4.6% | +0.1% | -4.6% | -4.6% |
| 3M | +1.8% | +2.0% | -0.2% | -0.3% |
| 6M | -2.8% | +13.0% | -15.8% | -13.6% |
| YTD | -2.1% | +13.5% | -15.7% | -13.4% |
| 1Y | -5.3% | +20.0% | -25.2% | -20.5% |
| 3Y | +26.3% | +77.2% | -50.9% | -26.8% |
| 5Y | +17.3% | +81.9% | -64.5% | -32.9% |
| 10Y | +111.3% | +314.1% | -202.7% | -41.3% |
| All | +362.9% | +701.3% | -338.4% | -22.3% |
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