+105.7%
RING vs SPY
+646.9%
-541.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +21.1% | +0.1% | +21.0% | +21.1% |
| 3M | +17.4% | +2.0% | +15.4% | +16.6% |
| 6M | -3.3% | +13.0% | -16.3% | -8.2% |
| YTD | +19.6% | +13.5% | +6.0% | +13.4% |
| 1Y | +60.3% | +20.0% | +40.3% | +48.6% |
| 3Y | +306.9% | +77.2% | +229.7% | +216.7% |
| 5Y | +245.8% | +81.9% | +163.9% | +163.1% |
| 10Y | +340.6% | +314.1% | +26.6% | +138.8% |
| All | +105.7% | +646.9% | -541.2% | -25.9% |
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