+95.5%
RLY vs SPY
+593.7%
-498.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -1.4% | -3.7% | +2.3% | +0.5% |
| 3M | -0.9% | -2.7% | +1.8% | +0.4% |
| 6M | +0.1% | +2.2% | -2.1% | -1.4% |
| YTD | +16.9% | +10.8% | +6.1% | +9.8% |
| 1Y | +19.7% | +11.2% | +8.5% | +12.2% |
| 3Y | +52.0% | +76.5% | -24.5% | +8.0% |
| 5Y | +59.2% | +72.9% | -13.7% | +13.1% |
| 10Y | +125.7% | +304.8% | -179.1% | -5.7% |
| All | +95.5% | +593.7% | -498.2% | -42.2% |
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 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