-10.5%
RLJ vs SPY
+308.5%
-319.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +4.4% | +3.3% | +1.1% | -0.1% |
| 30D | +11.6% | -2.7% | +14.3% | +15.5% |
| 3M | +20.4% | -1.7% | +22.2% | +22.8% |
| 6M | +50.6% | +3.1% | +47.5% | +43.1% |
| YTD | +82.1% | +11.9% | +70.2% | +54.5% |
| 1Y | +84.0% | +12.0% | +72.0% | +55.7% |
| 3Y | +57.3% | +78.2% | -20.9% | -31.3% |
| 5Y | +13.2% | +73.2% | -60.0% | -48.1% |
| All | -10.5% | +308.5% | -319.0% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling