+20.2%
RLJ vs SPY
+642.8%
-622.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | -11.3% | +0.1% | -11.3% | -11.5% |
| 3M | +5.0% | +2.0% | +3.0% | +1.8% |
| 6M | +38.8% | +13.0% | +25.8% | +17.9% |
| YTD | +51.6% | +13.5% | +38.1% | +28.0% |
| 1Y | +50.8% | +20.0% | +30.8% | +18.1% |
| 3Y | +31.2% | +77.2% | -46.0% | -38.4% |
| 5Y | -6.4% | +81.9% | -88.3% | -57.3% |
| 10Y | -25.9% | +314.1% | -339.9% | -86.5% |
| All | +20.2% | +642.8% | -622.6% | -89.3% |
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