+1,253.8%
RYN vs SPY
+2,772.7%
-1,518.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -7.1% | +0.1% | -7.1% | -7.1% |
| 3M | -1.5% | +2.0% | -3.5% | -3.6% |
| 6M | -6.1% | +13.0% | -19.1% | -16.6% |
| YTD | -3.1% | +13.5% | -16.6% | -14.4% |
| 1Y | -13.4% | +20.0% | -33.4% | -27.5% |
| 3Y | -12.8% | +77.2% | -90.0% | -50.3% |
| 5Y | -27.0% | +81.9% | -108.9% | -59.7% |
| 10Y | +19.7% | +314.1% | -294.4% | -68.7% |
| All | +1,253.8% | +2,772.7% | -1,518.8% | -2.6% |
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