+102.9%
RTO vs SPY
+311.6%
-208.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.9% |
| 7D | +3.5% | -4.7% | +8.3% | +7.2% |
| 30D | +20.7% | -5.9% | +26.6% | +26.0% |
| 3M | -1.8% | -4.5% | +2.7% | +1.3% |
| 6M | -28.1% | +1.8% | -29.9% | -29.7% |
| YTD | -16.5% | +8.3% | -24.8% | -22.2% |
| 1Y | -10.7% | +9.3% | -20.0% | -17.4% |
| 3Y | -5.6% | +74.9% | -80.5% | -39.2% |
| 5Y | -36.9% | +67.3% | -104.2% | -58.3% |
| All | +102.9% | +311.6% | -208.6% | -26.1% |
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 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