+31.3%
RYAAY vs SPY
+79.8%
-48.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -3.1% | -2.0% | -1.1% | -1.2% |
| 30D | -10.7% | -1.7% | -9.1% | -9.3% |
| 3M | -4.9% | +4.7% | -9.7% | -8.8% |
| 6M | -17.0% | +12.5% | -29.5% | -25.2% |
| YTD | -26.1% | +11.7% | -37.8% | -33.1% |
| 1Y | -8.4% | +17.5% | -25.9% | -20.8% |
| 3Y | +44.1% | +76.6% | -32.5% | -17.0% |
| 5Y | +31.3% | +82.0% | -50.8% | -28.2% |
| All | +31.3% | +79.8% | -48.5% | -28.2% |
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 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