+1,322.8%
RDY vs SPY
+904.9%
+417.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.7% | -2.0% | -0.7% | -1.4% |
| 30D | -5.9% | -1.7% | -4.3% | -5.0% |
| 3M | -11.3% | +4.7% | -16.1% | -14.1% |
| 6M | -18.7% | +12.5% | -31.2% | -24.8% |
| YTD | -16.0% | +11.7% | -27.7% | -22.0% |
| 1Y | -19.1% | +17.5% | -36.6% | -27.4% |
| 3Y | -12.0% | +76.6% | -88.5% | -39.8% |
| 5Y | -6.8% | +82.0% | -88.8% | -38.7% |
| 10Y | +36.6% | +317.1% | -280.5% | -50.8% |
| All | +1,322.8% | +904.9% | +417.9% | +166.1% |
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