-31.3%
RXD vs SPY
+75.5%
-106.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +0.7% |
| 7D | +9.2% | -2.0% | +11.2% | +7.3% |
| 30D | +2.4% | -1.7% | +4.0% | +0.9% |
| 3M | -15.5% | +4.7% | -20.2% | -11.9% |
| 6M | -15.8% | +12.5% | -28.3% | -5.0% |
| YTD | -13.2% | +11.7% | -24.9% | -2.5% |
| 1Y | -32.0% | +17.5% | -49.4% | -19.5% |
| All | -31.3% | +75.5% | -106.8% | +35.7% |
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 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