-46.1%
RLAY vs SPY
+157.3%
-203.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.2% |
| 7D | -0.6% | -2.0% | +1.4% | +2.7% |
| 30D | -5.5% | -1.7% | -3.9% | -2.8% |
| 3M | +40.0% | +4.7% | +35.3% | +29.1% |
| 6M | +76.7% | +12.5% | +64.2% | +45.3% |
| YTD | +123.3% | +11.7% | +111.6% | +85.4% |
| 1Y | +365.3% | +17.5% | +347.8% | +256.3% |
| 3Y | +94.1% | +76.6% | +17.6% | -19.7% |
| 5Y | -41.2% | +82.0% | -123.3% | -75.6% |
| All | -46.1% | +157.3% | -203.4% | -86.7% |
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