-43.1%
RLAY vs SPY
+81.0%
-124.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.5% |
| 7D | +0.8% | -0.4% | +1.2% | +1.5% |
| 30D | -6.4% | -1.4% | -5.0% | -4.1% |
| 3M | +32.4% | +3.7% | +28.7% | +23.8% |
| 6M | +84.0% | +13.0% | +71.0% | +48.1% |
| YTD | +120.6% | +12.4% | +108.2% | +78.9% |
| 1Y | +358.5% | +18.5% | +339.9% | +238.9% |
| 3Y | +91.8% | +77.6% | +14.2% | -27.4% |
| 5Y | -43.1% | +81.7% | -124.8% | -77.9% |
| All | -43.1% | +81.0% | -124.1% | -77.9% |
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