+93.7%
RSPR vs SPY
+334.2%
-240.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +7.3% | -3.3% | +10.6% | +9.9% |
| 3M | -1.1% | -2.4% | +1.3% | +0.6% |
| 6M | +1.9% | +2.6% | -0.7% | -0.7% |
| YTD | +10.3% | +11.2% | -0.9% | +0.8% |
| 1Y | +9.6% | +13.4% | -3.7% | -1.4% |
| 3Y | +40.0% | +79.9% | -39.9% | -14.4% |
| 5Y | +4.4% | +72.2% | -67.8% | -34.2% |
| 10Y | +94.0% | +307.3% | -213.4% | -28.1% |
| All | +93.7% | +334.2% | -240.5% | -30.1% |
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