+12.3%
RLTY vs SPY
+94.4%
-82.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | -0.6% | +3.5% | +3.3% |
| 30D | +8.4% | -3.7% | +12.1% | +10.9% |
| 3M | -3.0% | -2.7% | -0.3% | -1.4% |
| 6M | -2.2% | +2.2% | -4.4% | -3.9% |
| YTD | +8.8% | +10.8% | -2.1% | +1.0% |
| 1Y | +6.8% | +11.2% | -4.4% | -1.1% |
| 3Y | +57.0% | +76.5% | -19.4% | +2.5% |
| All | +12.3% | +94.4% | -82.1% | -31.7% |
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