-37.1%
RYM vs SPY
+75.1%
-112.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | -1.9% | -2.7% | +0.8% | +1.1% |
| 30D | -18.4% | -5.4% | -13.0% | -13.2% |
| 3M | -28.3% | -4.1% | -24.2% | -24.6% |
| 6M | -47.2% | +0.7% | -47.9% | -46.5% |
| YTD | -25.8% | +8.7% | -34.4% | -29.2% |
| 1Y | -59.2% | +10.9% | -70.0% | -62.0% |
| 3Y | -37.1% | +75.0% | -112.1% | -60.4% |
| All | -37.1% | +75.1% | -112.2% | -60.4% |
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