-81.6%
RLYB vs SPY
+79.8%
-161.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -0.7% | -2.0% | +1.2% | +1.5% |
| 30D | +2.3% | -1.7% | +3.9% | +4.2% |
| 3M | +5.1% | +4.7% | +0.3% | -0.6% |
| 6M | +67.5% | +12.5% | +55.0% | +45.7% |
| YTD | +205.2% | +11.7% | +193.5% | +167.2% |
| 1Y | +249.0% | +17.5% | +231.5% | +189.2% |
| 3Y | -60.6% | +76.6% | -137.2% | -79.1% |
| 5Y | -81.6% | +82.0% | -163.7% | -89.8% |
| All | -81.6% | +79.8% | -161.4% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling