-93.0%
RLMD vs SPY
+371.8%
-464.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +7.9% | +2.6% | +5.4% | +6.0% |
| 30D | +29.9% | -2.0% | +31.9% | +32.1% |
| 3M | -11.4% | -2.8% | -8.6% | -9.2% |
| 6M | -43.8% | +2.1% | -45.9% | -44.5% |
| YTD | -12.8% | +11.5% | -24.3% | -18.9% |
| 1Y | +8.5% | +13.5% | -5.0% | -0.3% |
| 3Y | +49.3% | +77.7% | -28.4% | -3.1% |
| 5Y | -81.6% | +72.6% | -154.2% | -88.5% |
| 10Y | +16.9% | +308.2% | -291.2% | -58.7% |
| All | -93.0% | +371.8% | -464.8% | -97.5% |
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