+99.5%
RTO vs SPY
+304.1%
-204.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | +17.3% | -3.7% | +21.0% | +20.3% |
| 3M | -1.3% | -2.7% | +1.4% | +0.4% |
| 6M | -28.3% | +2.2% | -30.4% | -30.0% |
| YTD | -17.7% | +10.8% | -28.5% | -24.6% |
| 1Y | -11.4% | +11.2% | -22.6% | -19.1% |
| 3Y | -6.9% | +76.5% | -83.4% | -40.5% |
| 5Y | -37.8% | +72.9% | -110.7% | -59.9% |
| 10Y | +99.5% | +304.8% | -205.3% | -27.3% |
| All | +99.5% | +304.1% | -204.6% | -27.3% |
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