-84.2%
RYDE vs SPY
+52.9%
-137.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.6% | -11.3% | -11.4% |
| 7D | -11.9% | -2.0% | -10.0% | -10.4% |
| 30D | -19.2% | -1.7% | -17.6% | -18.1% |
| 3M | -15.5% | +4.7% | -20.2% | -18.2% |
| 6M | +2.6% | +12.5% | -9.9% | -6.0% |
| YTD | +143.8% | +11.7% | +132.1% | +125.1% |
| 1Y | +96.9% | +17.5% | +79.4% | +77.6% |
| All | -84.2% | +52.9% | -137.1% | -85.7% |
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 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