+38.2%
RDY vs SPY
+322.5%
-284.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -4.0% | -1.1% | -2.9% | -3.5% |
| 3M | -10.3% | +3.9% | -14.2% | -12.0% |
| 6M | -17.6% | +13.6% | -31.2% | -22.6% |
| YTD | -14.6% | +12.7% | -27.3% | -19.6% |
| 1Y | -18.6% | +17.5% | -36.1% | -25.0% |
| 3Y | -11.2% | +76.9% | -88.1% | -33.6% |
| 5Y | -5.3% | +83.6% | -88.9% | -31.3% |
| All | +38.2% | +322.5% | -284.3% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling