-5.4%
RTO vs SPY
+74.5%
-79.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.7% |
| 7D | +3.5% | -4.7% | +8.3% | +7.0% |
| 30D | +20.7% | -5.9% | +26.6% | +25.7% |
| 3M | -1.8% | -4.5% | +2.7% | +1.1% |
| 6M | -28.1% | +1.8% | -29.9% | -30.0% |
| YTD | -16.5% | +8.3% | -24.8% | -22.8% |
| 1Y | -10.7% | +9.3% | -20.0% | -18.1% |
| All | -5.4% | +74.5% | -79.9% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling