-7.2%
RLJ vs SPY
+81.8%
-88.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.6% |
| 30D | -4.0% | -0.9% | -3.0% | -3.0% |
| 3M | +3.0% | +3.9% | -0.9% | -1.7% |
| 6M | +40.9% | +14.5% | +26.4% | +19.9% |
| YTD | +48.3% | +12.9% | +35.4% | +28.3% |
| 1Y | +48.6% | +19.4% | +29.2% | +20.1% |
| 3Y | +26.8% | +78.5% | -51.6% | -36.6% |
| 5Y | -7.2% | +81.8% | -88.9% | -53.8% |
| All | -7.2% | +81.8% | -88.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling