+96.4%
RLAY vs SPY
+78.7%
+17.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.4% |
| 7D | +3.4% | +0.5% | +2.8% | +2.3% |
| 30D | -3.3% | -0.9% | -2.4% | -1.7% |
| 3M | +39.9% | +3.9% | +36.0% | +30.1% |
| 6M | +93.2% | +14.5% | +78.7% | +51.0% |
| YTD | +125.9% | +12.9% | +113.0% | +80.6% |
| 1Y | +370.7% | +19.4% | +351.3% | +239.9% |
| 3Y | +96.4% | +78.5% | +17.9% | -31.1% |
| All | +96.4% | +78.7% | +17.7% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling