+189.7%
RYZ vs SPY
+392.0%
-202.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | +0.7% | +13.0% | -12.3% | -15.2% |
| YTD | +6.0% | +13.5% | -7.5% | -11.3% |
| 1Y | +17.2% | +20.0% | -2.8% | -9.2% |
| 3Y | -9.3% | +77.2% | -86.5% | -60.3% |
| 5Y | +21.4% | +81.9% | -60.5% | -47.6% |
| 10Y | +144.6% | +314.1% | -169.5% | -70.4% |
| All | +189.7% | +392.0% | -202.3% | -69.9% |
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 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