-88.5%
RAIN vs SPY
+14.6%
-103.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +4.8% |
| 7D | -0.2% | -0.7% | +0.5% | +0.7% |
| 30D | -23.3% | -1.0% | -22.2% | -22.5% |
| 3M | -49.7% | -0.3% | -49.3% | -49.5% |
| 6M | -72.2% | +7.3% | -79.5% | -74.3% |
| YTD | -90.0% | +13.3% | -103.3% | -91.1% |
| 1Y | -88.5% | +14.8% | -103.3% | -90.0% |
| All | -88.5% | +14.6% | -103.2% | -90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling