-10.6%
RLJ vs SPY
+307.0%
-317.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +3.2% | +2.6% | +0.6% | -0.3% |
| 30D | +13.7% | -2.0% | +15.7% | +16.5% |
| 3M | +19.8% | -2.8% | +22.6% | +23.9% |
| 6M | +49.5% | +2.1% | +47.3% | +43.8% |
| YTD | +82.0% | +11.5% | +70.5% | +55.1% |
| 1Y | +84.8% | +13.5% | +71.4% | +53.6% |
| 3Y | +55.9% | +77.7% | -21.8% | -31.7% |
| 5Y | +13.1% | +72.6% | -59.5% | -47.9% |
| All | -10.6% | +307.0% | -317.6% | -84.1% |
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