+244.0%
RYZ vs SPY
+312.9%
-68.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.4% |
| 7D | -11.4% | -2.7% | -8.7% | -7.5% |
| 30D | +5.3% | -5.4% | +10.7% | +14.0% |
| 3M | +3.3% | -4.1% | +7.4% | +10.0% |
| 6M | -0.9% | +0.7% | -1.6% | -1.6% |
| YTD | +11.2% | +8.7% | +2.6% | 0.0% |
| 1Y | +37.5% | +10.9% | +26.7% | +20.3% |
| 3Y | +5.9% | +75.0% | -69.1% | -50.9% |
| 5Y | +12.0% | +67.8% | -55.8% | -43.7% |
| All | +244.0% | +312.9% | -68.9% | -77.8% |
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