+10.6%
RLTY vs SPY
+90.0%
-79.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.4% |
| 7D | +2.7% | -4.7% | +7.4% | +5.8% |
| 30D | +7.2% | -5.9% | +13.1% | +11.3% |
| 3M | -5.3% | -4.5% | -0.8% | -2.6% |
| 6M | -3.1% | +1.8% | -4.9% | -4.7% |
| YTD | +7.1% | +8.3% | -1.2% | +0.9% |
| 1Y | +6.4% | +9.3% | -2.9% | -0.4% |
| 3Y | +47.3% | +74.9% | -27.5% | -3.5% |
| All | +10.6% | +90.0% | -79.4% | -31.8% |
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 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