+11,448.1%
RY vs SPY
+2,143.6%
+9,304.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +8.7% | +2.0% | +6.7% | +6.8% |
| 6M | +28.5% | +13.0% | +15.5% | +16.5% |
| YTD | +25.1% | +13.5% | +11.6% | +13.0% |
| 1Y | +46.3% | +20.0% | +26.3% | +26.4% |
| 3Y | +154.9% | +77.2% | +77.7% | +59.6% |
| 5Y | +140.3% | +81.9% | +58.4% | +45.4% |
| 10Y | +377.0% | +314.1% | +63.0% | +47.7% |
| All | +11,448.1% | +2,143.6% | +9,304.5% | +959.9% |
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