+48.8%
RLI vs SPY
+3.7%
+45.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | +0.5% |
| 7D | -0.3% | -0.9% | +0.6% | -0.7% |
| 30D | +21.3% | -2.4% | +23.7% | +19.4% |
| 3M | +7.7% | -1.2% | +8.9% | +6.9% |
| 6M | +48.8% | +3.3% | +45.5% | +54.5% |
| All | +48.8% | +3.7% | +45.1% | +54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling