-72.5%
RAIL vs SPY
+836.9%
-909.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | -0.4% | +15.4% | +15.5% |
| 7D | +22.5% | -0.6% | +23.1% | +23.1% |
| 30D | -18.1% | -3.7% | -14.4% | -14.6% |
| 3M | -35.3% | -2.7% | -32.5% | -33.3% |
| 6M | -35.8% | +2.2% | -37.9% | -37.7% |
| YTD | -53.7% | +10.8% | -64.6% | -59.2% |
| 1Y | -46.0% | +11.2% | -57.2% | -52.5% |
| 3Y | +116.0% | +76.5% | +39.6% | +12.4% |
| 5Y | +8.5% | +72.9% | -64.5% | -42.8% |
| 10Y | -62.3% | +304.8% | -367.1% | -93.1% |
| All | -72.5% | +836.9% | -909.5% | -98.1% |
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