-100.0%
RYM vs SPY
+110.9%
-210.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.9% |
| 7D | -1.9% | -2.7% | +0.8% | +1.8% |
| 30D | -18.4% | -5.4% | -13.0% | -11.8% |
| 3M | -28.3% | -4.1% | -24.2% | -23.7% |
| 6M | -47.2% | +0.7% | -47.9% | -46.8% |
| YTD | -25.8% | +8.7% | -34.4% | -31.6% |
| 1Y | -59.2% | +10.9% | -70.0% | -63.7% |
| 3Y | -37.1% | +75.0% | -112.1% | -70.0% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +110.9% | -210.9% | -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