-45.7%
RLAY vs SPY
+161.5%
-207.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +30.9% | +2.0% | +29.0% | +26.6% |
| 6M | +87.6% | +13.0% | +74.6% | +53.1% |
| YTD | +125.1% | +13.5% | +111.5% | +81.9% |
| 1Y | +376.0% | +20.0% | +356.0% | +251.9% |
| 3Y | +72.6% | +77.2% | -4.6% | -29.0% |
| 5Y | -39.6% | +81.9% | -121.4% | -75.1% |
| All | -45.7% | +161.5% | -207.2% | -87.0% |
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