-88.8%
RAIN vs SPY
+32.2%
-121.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -7.7% | +0.5% | -8.2% | -7.9% |
| 30D | -30.5% | -0.9% | -29.6% | -30.2% |
| 3M | -62.6% | +3.9% | -66.4% | -63.4% |
| 6M | -70.7% | +14.5% | -85.2% | -72.4% |
| YTD | -86.0% | +12.9% | -98.9% | -86.7% |
| 1Y | -86.6% | +19.4% | -105.9% | -87.4% |
| All | -88.8% | +32.2% | -121.0% | -92.1% |
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