-89.7%
RAIN vs SPY
+30.5%
-120.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +58.2% | -0.4% | +58.6% | +58.4% |
| 7D | +49.1% | +2.6% | +46.5% | +46.9% |
| 30D | +17.9% | -2.0% | +19.9% | +19.4% |
| 3M | -22.7% | -2.8% | -19.9% | -21.3% |
| 6M | -50.3% | +2.1% | -52.5% | -50.9% |
| YTD | -87.2% | +11.5% | -98.6% | -87.7% |
| 1Y | -86.5% | +13.5% | -100.0% | -87.2% |
| All | -89.7% | +30.5% | -120.2% | -92.7% |
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