+5,242.6%
RYAAY vs SPY
+1,396.1%
+3,846.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -9.5% | +0.1% | -9.6% | -9.6% |
| 3M | -2.8% | +2.0% | -4.8% | -4.3% |
| 6M | -15.0% | +13.0% | -28.0% | -22.9% |
| YTD | -22.8% | +13.5% | -36.4% | -30.3% |
| 1Y | -6.7% | +20.0% | -26.7% | -19.7% |
| 3Y | +47.4% | +77.2% | -29.8% | -9.4% |
| 5Y | +33.7% | +81.9% | -48.2% | -19.2% |
| 10Y | +92.7% | +314.1% | -221.4% | -41.3% |
| All | +5,242.6% | +1,396.1% | +3,846.5% | +492.7% |
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