+373.0%
RL vs SPY
+315.0%
+57.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +3.0% |
| 7D | +0.2% | +0.1% | +0.2% | +0.4% |
| 30D | +7.3% | -3.3% | +10.7% | +12.0% |
| 3M | +1.0% | -2.4% | +3.5% | +4.2% |
| 6M | +11.8% | +2.6% | +9.2% | +8.5% |
| YTD | +13.6% | +11.2% | +2.4% | +0.3% |
| 1Y | +24.0% | +13.4% | +10.7% | +7.1% |
| 3Y | +256.6% | +79.9% | +176.7% | +82.3% |
| 5Y | +240.2% | +72.2% | +168.0% | +85.2% |
| 10Y | +373.0% | +307.3% | +65.6% | +2.5% |
| All | +373.0% | +315.0% | +57.9% | +2.5% |
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