-56.7%
RZLT vs SPY
+82.3%
-139.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -7.9% | -0.8% | -7.1% | -7.3% |
| 30D | -10.2% | -1.1% | -9.2% | -9.4% |
| 3M | +9.3% | +3.9% | +5.5% | +6.2% |
| 6M | +32.7% | +13.6% | +19.1% | +20.6% |
| YTD | +78.8% | +12.7% | +66.1% | +63.5% |
| 1Y | -47.1% | +17.5% | -64.6% | -53.9% |
| 3Y | +183.2% | +76.9% | +106.3% | +87.0% |
| All | -56.7% | +82.3% | -139.0% | -70.3% |
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