+769.4%
RYTM vs SPY
+72.1%
+697.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.1% |
| 7D | +2.4% | +2.6% | -0.2% | -0.6% |
| 30D | +32.6% | -2.0% | +34.6% | +36.0% |
| 3M | -0.9% | -2.8% | +1.9% | +2.6% |
| 6M | +22.7% | +2.1% | +20.6% | +19.6% |
| YTD | +7.5% | +11.5% | -4.0% | -5.3% |
| 1Y | +19.9% | +13.5% | +6.5% | +3.7% |
| 3Y | +301.6% | +77.7% | +223.9% | +97.9% |
| All | +769.4% | +72.1% | +697.3% | +382.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling