-93.8%
RLX vs SPY
+117.0%
-210.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -10.9% | +2.0% | -12.9% | -12.8% |
| 6M | -23.1% | +13.0% | -36.1% | -32.1% |
| YTD | -22.7% | +13.5% | -36.3% | -32.2% |
| 1Y | -29.7% | +20.0% | -49.7% | -41.9% |
| 3Y | +15.1% | +77.2% | -62.1% | -43.6% |
| 5Y | -69.9% | +81.9% | -151.8% | -84.4% |
| All | -93.8% | +117.0% | -210.8% | -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 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