+60.3%
RYOJ vs SPY
+20.2%
+40.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | -9.9% | -0.8% | -9.1% | -9.6% |
| 30D | -4.1% | -1.1% | -3.1% | -3.8% |
| 3M | +75.5% | +3.9% | +71.6% | +74.2% |
| 6M | +110.4% | +13.6% | +96.8% | +106.9% |
| YTD | +52.5% | +12.7% | +39.8% | +50.5% |
| 1Y | +130.2% | +17.5% | +112.7% | +150.4% |
| All | +60.3% | +20.2% | +40.1% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling