-99.5%
RXD vs SPY
+650.1%
-749.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.5% |
| 7D | -3.9% | +2.6% | -6.5% | -0.6% |
| 30D | -15.7% | -2.0% | -13.8% | -17.5% |
| 3M | -21.0% | -2.8% | -18.2% | -23.4% |
| 6M | -40.8% | +2.1% | -42.9% | -39.1% |
| YTD | -33.6% | +11.5% | -45.1% | -22.9% |
| 1Y | -35.6% | +13.5% | -49.0% | -23.3% |
| 3Y | -52.5% | +77.7% | -130.2% | +7.1% |
| 5Y | -48.0% | +72.6% | -120.6% | +26.6% |
| 10Y | -92.4% | +308.2% | -400.5% | -23.7% |
| All | -99.5% | +650.1% | -749.7% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling