-30.8%
RLX vs SPY
+14.6%
-45.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | -4.7% | -1.0% | -3.6% | -4.2% |
| 3M | -16.3% | -0.3% | -16.0% | -16.2% |
| 6M | -23.7% | +7.3% | -31.1% | -26.6% |
| YTD | -29.6% | +13.3% | -42.9% | -34.6% |
| 1Y | -30.8% | +14.8% | -45.6% | -36.2% |
| All | -30.8% | +14.6% | -45.4% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling