+53.3%
RLY vs SPY
+76.5%
-23.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +3.8% | -1.4% | +5.2% | +4.3% |
| 3M | +7.4% | +3.7% | +3.7% | +5.7% |
| 6M | +8.0% | +13.0% | -5.0% | +2.4% |
| YTD | +22.5% | +12.4% | +10.1% | +16.4% |
| 1Y | +30.2% | +18.5% | +11.6% | +20.8% |
| All | +53.3% | +76.5% | -23.3% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling