+90.4%
RSPR vs SPY
+343.2%
-252.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | -1.4% | +2.0% | -3.4% | -3.2% |
| 6M | +1.8% | +13.0% | -11.2% | -7.9% |
| YTD | +8.4% | +13.5% | -5.1% | -2.3% |
| 1Y | +4.3% | +20.0% | -15.7% | -10.2% |
| 3Y | +26.0% | +77.2% | -51.2% | -21.7% |
| 5Y | +3.8% | +81.9% | -78.1% | -37.2% |
| 10Y | +70.8% | +314.1% | -243.3% | -37.5% |
| All | +90.4% | +343.2% | -252.8% | -32.2% |
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