-88.4%
XRPT vs SPY
+32.7%
-121.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -1.0% |
| 7D | +7.0% | -0.4% | +7.4% | +9.9% |
| 30D | +75.5% | -1.4% | +76.9% | +88.5% |
| 3M | +31.5% | +3.7% | +27.8% | +9.0% |
| 6M | -18.3% | +13.0% | -31.3% | -56.6% |
| YTD | -63.9% | +12.4% | -76.3% | -77.6% |
| 1Y | -89.7% | +18.5% | -108.3% | -94.8% |
| All | -88.4% | +32.7% | -121.1% | -96.7% |
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 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