-48.4%
RLAY vs SPY
+157.7%
-206.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -7.7% |
| 7D | +6.4% | +3.3% | +3.1% | +1.0% |
| 30D | +4.1% | -2.7% | +6.8% | +9.7% |
| 3M | -9.9% | -1.7% | -8.2% | -6.8% |
| 6M | +39.8% | +3.1% | +36.7% | +33.6% |
| YTD | +113.7% | +11.9% | +101.8% | +77.9% |
| 1Y | +193.0% | +12.0% | +181.0% | +143.7% |
| 3Y | +136.0% | +78.2% | +57.9% | -3.2% |
| 5Y | -48.7% | +73.2% | -121.9% | -77.5% |
| All | -48.4% | +157.7% | -206.1% | -87.2% |
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