+89.6%
RSPR vs SPY
+308.5%
-218.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -0.7% | +3.3% | -4.0% | -3.3% |
| 30D | +6.0% | -2.7% | +8.6% | +8.1% |
| 3M | -0.9% | -1.7% | +0.9% | +0.3% |
| 6M | +0.4% | +3.1% | -2.7% | -2.7% |
| YTD | +9.0% | +11.9% | -2.9% | -1.5% |
| 1Y | +8.1% | +12.0% | -3.9% | -2.4% |
| 3Y | +36.8% | +78.2% | -41.4% | -18.6% |
| 5Y | +3.3% | +73.2% | -70.0% | -37.3% |
| All | +89.6% | +308.5% | -218.9% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling