-50.2%
RAIL vs SPY
+312.5%
-362.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.9% |
| 30D | -14.8% | -1.4% | -13.4% | -13.4% |
| 3M | -19.0% | +3.7% | -22.7% | -22.2% |
| 6M | -46.8% | +13.0% | -59.8% | -53.6% |
| YTD | -39.1% | +12.4% | -51.5% | -46.3% |
| 1Y | -19.6% | +18.5% | -38.1% | -32.7% |
| 3Y | +157.3% | +77.6% | +79.6% | +44.3% |
| 5Y | +33.5% | +81.7% | -48.2% | -26.6% |
| 10Y | -50.2% | +319.7% | -369.8% | -89.4% |
| All | -50.2% | +312.5% | -362.7% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling