+10,833.6%
RLI vs SPY
+3,034.0%
+7,799.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +1.9% | +2.6% | -0.7% | +0.3% |
| 30D | +20.9% | -2.0% | +22.8% | +22.0% |
| 3M | +9.2% | -2.8% | +11.9% | +10.7% |
| 6M | +52.7% | +2.1% | +50.5% | +49.4% |
| YTD | +14.3% | +11.5% | +2.8% | +5.4% |
| 1Y | +19.7% | +13.5% | +6.2% | +9.0% |
| 3Y | +18.5% | +77.7% | -59.2% | -20.1% |
| 5Y | +56.6% | +72.6% | -16.1% | +5.7% |
| 10Y | +235.0% | +308.2% | -73.2% | +32.4% |
| All | +10,833.6% | +3,034.0% | +7,799.6% | +2,083.5% |
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