-7.1%
RDY vs SPY
+82.3%
-89.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -4.0% | -1.1% | -2.9% | -3.5% |
| 3M | -10.3% | +3.9% | -14.2% | -11.8% |
| 6M | -17.6% | +13.6% | -31.2% | -22.0% |
| YTD | -14.6% | +12.7% | -27.3% | -19.0% |
| 1Y | -18.6% | +17.5% | -36.1% | -24.2% |
| 3Y | -11.2% | +76.9% | -88.1% | -30.8% |
| All | -7.1% | +82.3% | -89.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling