-89.2%
RAIN vs SPY
+18.1%
-107.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -4.2% |
| 7D | -13.2% | -0.8% | -12.4% | -12.3% |
| 30D | -30.9% | -1.1% | -29.9% | -30.0% |
| 3M | -63.3% | +3.9% | -67.1% | -65.5% |
| 6M | -75.5% | +13.6% | -89.1% | -78.9% |
| YTD | -87.3% | +12.7% | -100.0% | -89.2% |
| 1Y | -89.2% | +17.5% | -106.7% | -91.6% |
| All | -89.2% | +18.1% | -107.3% | -91.6% |
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 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