-85.9%
XXRP vs SPY
+48.5%
-134.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -2.0% |
| 7D | -6.8% | -0.8% | -6.1% | -4.1% |
| 30D | +66.5% | -1.1% | +67.5% | +73.7% |
| 3M | +20.9% | +3.9% | +17.1% | +6.3% |
| 6M | -27.3% | +13.6% | -40.9% | -52.5% |
| YTD | -67.5% | +12.7% | -80.1% | -76.2% |
| 1Y | -91.3% | +17.5% | -108.8% | -94.1% |
| All | -85.9% | +48.5% | -134.4% | -94.6% |
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