-99.0%
RZLT vs SPY
+560.2%
-659.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +1.6% | +2.0% | -0.4% | +0.6% |
| 6M | +39.6% | +13.0% | +26.6% | +30.9% |
| YTD | +94.1% | +13.5% | +80.5% | +81.4% |
| 1Y | -37.9% | +20.0% | -57.9% | -44.3% |
| 3Y | +213.7% | +77.2% | +136.5% | +131.8% |
| 5Y | -50.4% | +81.9% | -132.3% | -63.9% |
| 10Y | -90.6% | +314.1% | -404.6% | -95.6% |
| All | -99.0% | +560.2% | -659.3% | -99.6% |
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