-54.0%
XRPC vs SPY
+12.9%
-66.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -2.3% |
| 7D | -18.1% | -0.9% | -17.2% | -16.6% |
| 30D | -21.9% | -2.4% | -19.5% | -17.2% |
| 3M | +5.1% | -1.2% | +6.2% | +8.4% |
| 6M | -28.2% | +3.3% | -31.5% | -33.9% |
| YTD | -41.9% | +12.3% | -54.2% | -54.8% |
| All | -54.0% | +12.9% | -66.9% | -65.5% |
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