+168.9%
RAIL vs SPY
+80.4%
+88.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -10.2% | +0.1% | -10.3% | -10.2% |
| 3M | -6.3% | +2.0% | -8.3% | -9.1% |
| 6M | -47.3% | +13.0% | -60.3% | -55.8% |
| YTD | -35.9% | +13.5% | -49.4% | -46.4% |
| 1Y | -15.2% | +20.0% | -35.1% | -33.8% |
| All | +168.9% | +80.4% | +88.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling