-89.9%
RJET vs SPY
+203.8%
-293.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +3.7% | -0.4% | +4.0% | +4.2% |
| 30D | -11.8% | -1.4% | -10.4% | -10.0% |
| 3M | -1.2% | +3.7% | -4.9% | -6.2% |
| 6M | -12.7% | +13.0% | -25.7% | -26.9% |
| YTD | -3.0% | +12.4% | -15.4% | -17.9% |
| 1Y | -10.7% | +18.5% | -29.2% | -30.4% |
| 3Y | -5.7% | +77.6% | -83.3% | -60.7% |
| 5Y | -84.8% | +81.7% | -166.5% | -93.7% |
| All | -89.9% | +203.8% | -293.7% | -97.8% |
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