-61.9%
RAIL vs SPY
+859.9%
-921.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -10.2% | +0.1% | -10.3% | -10.2% |
| 3M | -6.3% | +2.0% | -8.3% | -8.7% |
| 6M | -47.3% | +13.0% | -60.3% | -54.5% |
| YTD | -35.9% | +13.5% | -49.4% | -44.8% |
| 1Y | -15.2% | +20.0% | -35.1% | -31.3% |
| 3Y | +158.2% | +77.2% | +81.0% | +33.8% |
| 5Y | +36.5% | +81.9% | -45.3% | -32.0% |
| 10Y | -49.0% | +314.1% | -363.0% | -90.9% |
| All | -61.9% | +859.9% | -921.8% | -97.4% |
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 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