-44.8%
RLAY vs SPY
+74.6%
-119.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.5% |
| 7D | +9.4% | -0.9% | +10.3% | +11.4% |
| 30D | +9.7% | -2.4% | +12.0% | +15.1% |
| 3M | -1.4% | -1.2% | -0.2% | +1.1% |
| 6M | +53.5% | +3.3% | +50.2% | +45.4% |
| YTD | +133.1% | +12.3% | +120.8% | +89.8% |
| 1Y | +213.5% | +12.4% | +201.1% | +154.7% |
| 3Y | +157.4% | +78.8% | +78.6% | -4.2% |
| 5Y | -44.8% | +75.2% | -119.9% | -77.1% |
| All | -44.8% | +74.6% | -119.4% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling