-76.1%
RAIL vs SPY
+840.4%
-916.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +2.1% |
| 7D | +8.0% | +0.1% | +7.9% | +7.7% |
| 30D | -28.8% | -3.3% | -25.5% | -26.1% |
| 3M | -44.0% | -2.4% | -41.5% | -42.4% |
| 6M | -44.2% | +2.6% | -46.7% | -46.1% |
| YTD | -59.8% | +11.2% | -71.0% | -64.6% |
| 1Y | -47.5% | +13.4% | -60.9% | -54.8% |
| 3Y | +96.0% | +79.9% | +16.1% | -0.2% |
| 5Y | -7.3% | +72.2% | -79.5% | -50.8% |
| 10Y | -64.8% | +307.3% | -372.1% | -93.6% |
| All | -76.1% | +840.4% | -916.5% | -98.3% |
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