-99.9%
RYM vs SPY
+120.4%
-220.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.3% |
| 7D | +13.4% | +0.1% | +13.3% | +13.3% |
| 30D | +5.0% | +0.1% | +5.0% | +5.1% |
| 3M | +6.2% | +2.0% | +4.2% | +4.0% |
| 6M | +50.4% | +13.0% | +37.4% | +30.3% |
| YTD | +23.0% | +13.5% | +9.5% | +6.3% |
| 1Y | -23.1% | +20.0% | -43.0% | -38.3% |
| 3Y | -41.1% | +77.2% | -118.3% | -72.2% |
| 5Y | -100.0% | +81.9% | -181.8% | -100.0% |
| All | -99.9% | +120.4% | -220.3% | -100.0% |
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