-93.9%
RLX vs SPY
+115.3%
-209.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.4% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -12.4% | -1.1% | -11.3% | -11.5% |
| 3M | -13.2% | +3.9% | -17.1% | -16.6% |
| 6M | -21.3% | +13.6% | -34.9% | -31.0% |
| YTD | -24.0% | +12.7% | -36.7% | -32.9% |
| 1Y | -34.2% | +17.5% | -51.7% | -44.5% |
| 3Y | +19.2% | +76.9% | -57.7% | -41.7% |
| 5Y | -68.9% | +83.6% | -152.4% | -84.1% |
| All | -93.9% | +115.3% | -209.3% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling