-85.0%
RLYB vs SPY
+85.9%
-171.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.2% |
| 7D | -0.3% | -0.8% | +0.5% | +0.6% |
| 30D | +1.7% | -1.1% | +2.8% | +2.9% |
| 3M | +6.0% | +3.9% | +2.1% | +1.3% |
| 6M | +69.1% | +13.6% | +55.5% | +45.5% |
| YTD | +207.5% | +12.7% | +194.8% | +166.7% |
| 1Y | +256.3% | +17.5% | +238.8% | +195.5% |
| 3Y | -60.6% | +76.9% | -137.5% | -79.0% |
| 5Y | -81.5% | +83.6% | -165.1% | -90.1% |
| All | -85.0% | +85.9% | -171.0% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling