+384.9%
RSPD vs SPY
+692.5%
-307.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.3% |
| 30D | +10.5% | -2.4% | +12.9% | +12.9% |
| 3M | -0.2% | -1.2% | +0.9% | +0.7% |
| 6M | +10.2% | +3.3% | +6.9% | +6.5% |
| YTD | +2.6% | +12.3% | -9.7% | -8.4% |
| 1Y | +5.5% | +12.4% | -6.9% | -5.9% |
| 3Y | +45.9% | +78.8% | -32.9% | -16.4% |
| 5Y | +16.0% | +75.2% | -59.2% | -31.4% |
| 10Y | +122.4% | +311.1% | -188.7% | -37.9% |
| All | +384.9% | +692.5% | -307.5% | -17.8% |
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