+99.0%
RTO vs SPY
+312.9%
-213.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +1.2% | -2.7% | +3.9% | +3.2% |
| 30D | +18.9% | -5.4% | +24.3% | +23.6% |
| 3M | -2.6% | -4.1% | +1.5% | +0.1% |
| 6M | -30.3% | +0.7% | -31.0% | -31.3% |
| YTD | -18.1% | +8.7% | -26.8% | -23.9% |
| 1Y | -10.5% | +10.9% | -21.4% | -18.1% |
| 3Y | -7.2% | +75.0% | -82.2% | -40.2% |
| 5Y | -38.2% | +67.8% | -106.0% | -59.2% |
| All | +99.0% | +312.9% | -213.9% | -27.7% |
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