+53.3%
RYLD vs SPY
+196.4%
-143.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | +6.0% | +2.0% | +4.0% | +4.4% |
| 6M | +10.0% | +13.0% | -3.0% | +0.7% |
| YTD | +15.2% | +13.5% | +1.7% | +5.1% |
| 1Y | +21.0% | +20.0% | +1.1% | +6.2% |
| 3Y | +32.6% | +77.2% | -44.6% | -12.0% |
| 5Y | +16.6% | +81.9% | -65.3% | -24.6% |
| All | +53.3% | +196.4% | -143.1% | -31.0% |
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