+9,695.5%
RLI vs SPY
+3,091.8%
+6,603.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -0.4% | +0.1% | -0.4% | -0.5% |
| 3M | +24.3% | +2.0% | +22.3% | +22.2% |
| 6M | +5.0% | +13.0% | -8.0% | -3.5% |
| YTD | +2.4% | +13.5% | -11.2% | -6.3% |
| 1Y | +0.1% | +20.0% | -19.9% | -11.8% |
| 3Y | +7.3% | +77.2% | -69.9% | -27.3% |
| 5Y | +43.8% | +81.9% | -38.1% | -5.8% |
| 10Y | +157.0% | +314.1% | -157.0% | +1.0% |
| All | +9,695.5% | +3,091.8% | +6,603.7% | +1,840.5% |
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 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