-99.9%
RIME vs SPY
+78.7%
-178.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.6% | +9.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -44.2% | -0.9% | -43.2% | -44.0% |
| 3M | -64.7% | +3.9% | -68.6% | -65.1% |
| 6M | -85.6% | +14.5% | -100.2% | -86.1% |
| YTD | -76.2% | +12.9% | -89.2% | -77.0% |
| 1Y | -88.1% | +19.4% | -107.5% | -88.4% |
| 3Y | -99.9% | +78.5% | -178.3% | -99.9% |
| All | -99.9% | +78.7% | -178.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling