+1,344.4%
RYN vs SPY
+2,741.0%
-1,396.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.9% |
| 7D | +6.8% | -0.9% | +7.8% | +7.2% |
| 30D | +14.1% | -2.4% | +16.4% | +15.9% |
| 3M | +1.8% | -1.2% | +2.9% | +2.1% |
| 6M | +8.8% | +3.3% | +5.5% | +4.5% |
| YTD | +3.4% | +12.3% | -8.9% | -8.4% |
| 1Y | +1.3% | +12.4% | -11.2% | -10.5% |
| 3Y | -2.7% | +78.8% | -81.6% | -45.5% |
| 5Y | -22.4% | +75.2% | -97.5% | -55.9% |
| 10Y | +31.1% | +311.1% | -280.0% | -65.8% |
| All | +1,344.4% | +2,741.0% | -1,396.6% | +4.2% |
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