-90.0%
RJET vs SPY
+204.5%
-294.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.1% |
| 7D | -1.7% | -0.8% | -0.9% | -0.5% |
| 30D | -14.3% | -1.1% | -13.2% | -12.8% |
| 3M | -1.8% | +3.9% | -5.6% | -7.0% |
| 6M | -7.4% | +13.6% | -21.0% | -23.1% |
| YTD | -4.1% | +12.7% | -16.8% | -19.1% |
| 1Y | -16.1% | +17.5% | -33.6% | -33.8% |
| 3Y | -5.3% | +76.9% | -82.2% | -60.3% |
| 5Y | -84.2% | +83.6% | -167.8% | -93.6% |
| All | -90.0% | +204.5% | -294.5% | -97.9% |
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 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