+357.0%
RYTM vs SPY
+231.4%
+125.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.6% |
| 7D | +21.3% | -2.7% | +24.0% | +25.4% |
| 30D | +26.9% | -5.4% | +32.3% | +35.2% |
| 3M | +0.2% | -4.1% | +4.3% | +5.2% |
| 6M | +16.2% | +0.7% | +15.5% | +15.3% |
| YTD | +4.9% | +8.7% | -3.8% | -4.0% |
| 1Y | +14.0% | +10.9% | +3.1% | +2.1% |
| 3Y | +314.5% | +75.0% | +239.5% | +124.0% |
| 5Y | +707.8% | +67.8% | +640.0% | +364.5% |
| All | +357.0% | +231.4% | +125.5% | +5.6% |
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