-47.1%
RZLT vs SPY
+18.1%
-65.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.1% |
| 30D | -10.2% | -1.1% | -9.2% | -9.3% |
| 3M | +9.3% | +3.9% | +5.5% | +5.8% |
| 6M | +32.7% | +13.6% | +19.1% | +18.0% |
| YTD | +78.8% | +12.7% | +66.1% | +58.1% |
| 1Y | -47.1% | +17.5% | -64.6% | -52.2% |
| All | -47.1% | +18.1% | -65.2% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling