-94.7%
RLX vs SPY
+113.1%
-207.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -3.1% | +2.6% | -5.7% | -5.5% |
| 30D | -8.8% | -2.0% | -6.8% | -7.3% |
| 3M | -22.0% | -2.8% | -19.2% | -20.2% |
| 6M | -28.1% | +2.1% | -30.3% | -30.1% |
| YTD | -33.0% | +11.5% | -44.5% | -40.5% |
| 1Y | -33.0% | +13.5% | -46.5% | -41.6% |
| 3Y | -16.2% | +77.7% | -93.9% | -59.5% |
| 5Y | -68.4% | +72.6% | -141.0% | -82.4% |
| All | -94.7% | +113.1% | -207.7% | -98.1% |
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