-73.8%
RLX vs SPY
+81.8%
-155.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -10.9% | -0.9% | -10.0% | -10.1% |
| 3M | -9.1% | +3.9% | -13.0% | -12.6% |
| 6M | -20.4% | +14.5% | -35.0% | -30.6% |
| YTD | -23.2% | +12.9% | -36.1% | -32.1% |
| 1Y | -33.9% | +19.4% | -53.3% | -45.0% |
| 3Y | +23.0% | +78.5% | -55.5% | -40.5% |
| 5Y | -73.8% | +81.8% | -155.5% | -86.3% |
| All | -73.8% | +81.8% | -155.6% | -86.3% |
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 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