+1,362.5%
RYN vs SPY
+2,714.4%
-1,351.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.9% |
| 7D | +8.2% | +0.1% | +8.1% | +7.6% |
| 30D | +15.0% | -3.3% | +18.3% | +17.8% |
| 3M | +1.4% | -2.4% | +3.8% | +3.0% |
| 6M | +9.6% | +2.6% | +7.0% | +5.9% |
| YTD | +4.7% | +11.2% | -6.6% | -6.4% |
| 1Y | -0.3% | +13.4% | -13.7% | -12.7% |
| 3Y | -0.5% | +79.9% | -80.4% | -44.6% |
| 5Y | -23.5% | +72.2% | -95.7% | -55.9% |
| 10Y | +33.0% | +307.3% | -274.3% | -65.0% |
| All | +1,362.5% | +2,714.4% | -1,351.9% | +6.4% |
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 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