-60.9%
RLYB vs SPY
+75.5%
-136.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -0.7% | -2.0% | +1.2% | +1.4% |
| 30D | +2.3% | -1.7% | +3.9% | +4.1% |
| 3M | +5.1% | +4.7% | +0.3% | -0.4% |
| 6M | +67.5% | +12.5% | +55.0% | +45.4% |
| YTD | +205.2% | +11.7% | +193.5% | +166.6% |
| 1Y | +249.0% | +17.5% | +231.5% | +188.3% |
| All | -60.9% | +75.5% | -136.4% | -78.5% |
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