+113.3%
RAAX vs SPY
+228.8%
-115.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +3.0% | -0.9% | +4.0% | +3.5% |
| 3M | +3.4% | +3.9% | -0.4% | +1.4% |
| 6M | +1.1% | +14.5% | -13.4% | -5.6% |
| YTD | +19.6% | +12.9% | +6.7% | +12.3% |
| 1Y | +29.2% | +19.4% | +9.8% | +18.0% |
| 3Y | +73.4% | +78.5% | -5.0% | +27.9% |
| 5Y | +93.9% | +81.8% | +12.1% | +40.2% |
| All | +113.3% | +228.8% | -115.5% | +21.7% |
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