-43.7%
RLAY vs SPY
+158.6%
-202.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.3% |
| 7D | +9.4% | -0.9% | +10.3% | +11.3% |
| 30D | +9.7% | -2.4% | +12.0% | +14.8% |
| 3M | -1.4% | -1.2% | -0.2% | +1.0% |
| 6M | +53.5% | +3.3% | +50.2% | +46.1% |
| YTD | +133.1% | +12.3% | +120.8% | +92.8% |
| 1Y | +213.5% | +12.4% | +201.1% | +158.8% |
| 3Y | +157.4% | +78.8% | +78.6% | +4.9% |
| 5Y | -44.8% | +75.2% | -119.9% | -76.1% |
| All | -43.7% | +158.6% | -202.4% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling