+13.5%
RLJ vs SPY
+74.6%
-61.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.1% |
| 7D | +3.5% | -0.9% | +4.5% | +4.4% |
| 30D | +16.7% | -2.4% | +19.0% | +19.6% |
| 3M | +23.3% | -1.2% | +24.4% | +24.5% |
| 6M | +53.7% | +3.3% | +50.4% | +47.0% |
| YTD | +85.2% | +12.3% | +72.9% | +60.8% |
| 1Y | +93.0% | +12.4% | +80.6% | +67.1% |
| 3Y | +59.9% | +78.8% | -18.9% | -20.7% |
| 5Y | +13.5% | +75.2% | -61.6% | -42.1% |
| All | +13.5% | +74.6% | -61.1% | -42.1% |
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 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