+43.4%
RAIL vs SPY
+81.8%
-38.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.0% |
| 7D | +9.7% | +0.5% | +9.2% | +9.0% |
| 30D | -7.6% | -0.9% | -6.6% | -6.5% |
| 3M | -7.9% | +3.9% | -11.8% | -12.1% |
| 6M | -42.3% | +14.5% | -56.9% | -50.9% |
| YTD | -33.7% | +12.9% | -46.6% | -42.4% |
| 1Y | -10.9% | +19.4% | -30.3% | -27.0% |
| 3Y | +180.2% | +78.5% | +101.7% | +57.2% |
| 5Y | +43.4% | +81.8% | -38.4% | -15.6% |
| All | +43.4% | +81.8% | -38.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling