-62.8%
XRPR vs SPY
+12.6%
-75.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -5.5% |
| 7D | -5.9% | -2.7% | -3.2% | +0.1% |
| 30D | -17.1% | -5.4% | -11.7% | -4.6% |
| 3M | +13.1% | -4.1% | +17.2% | +25.9% |
| 6M | -18.2% | +0.7% | -18.9% | -20.3% |
| YTD | -36.1% | +8.7% | -44.8% | -47.8% |
| 1Y | -47.2% | +10.9% | -58.0% | -59.5% |
| All | -62.8% | +12.6% | -75.4% | -71.5% |
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