-44.3%
RGYY vs SPY
+16.1%
-60.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -8.0% | +0.1% | -8.1% | -8.1% |
| 3M | -14.3% | +2.0% | -16.3% | -16.0% |
| 6M | -25.6% | +13.0% | -38.6% | -34.5% |
| YTD | -36.6% | +13.5% | -50.1% | -45.2% |
| All | -44.3% | +16.1% | -60.4% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling