+20.4%
RYZ vs SPY
+82.0%
-61.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +4.7% | +0.1% | +4.5% | +4.5% |
| 30D | -4.1% | +0.1% | -4.2% | -4.1% |
| 3M | -6.3% | +2.0% | -8.3% | -9.0% |
| 6M | +0.7% | +13.0% | -12.3% | -13.7% |
| YTD | +6.0% | +13.5% | -7.5% | -9.7% |
| 1Y | +17.2% | +20.0% | -2.8% | -6.8% |
| 3Y | -9.3% | +77.2% | -86.5% | -57.4% |
| All | +20.4% | +82.0% | -61.6% | -44.9% |
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