+357.3%
RL vs SPY
+312.9%
+44.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -4.2% | -2.7% | -1.4% | -0.8% |
| 30D | +4.3% | -5.4% | +9.7% | +11.5% |
| 3M | -4.6% | -4.1% | -0.5% | +0.3% |
| 6M | +1.7% | +0.7% | +1.0% | +0.8% |
| YTD | +7.3% | +8.7% | -1.3% | -2.6% |
| 1Y | +20.8% | +10.9% | +9.9% | +7.1% |
| 3Y | +247.0% | +75.0% | +172.0% | +83.0% |
| 5Y | +225.5% | +67.8% | +157.7% | +82.5% |
| All | +357.3% | +312.9% | +44.4% | -5.4% |
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