-92.6%
RLMD vs SPY
+380.5%
-473.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -18.6% | +0.1% | -18.6% | -18.7% |
| 3M | -29.8% | +2.0% | -31.8% | -30.9% |
| 6M | -7.1% | +13.0% | -20.1% | -14.8% |
| YTD | -8.3% | +13.5% | -21.8% | -16.1% |
| 1Y | +223.4% | +20.0% | +203.4% | +185.2% |
| 3Y | +16.9% | +77.2% | -60.3% | -24.2% |
| 5Y | -81.8% | +81.9% | -163.7% | -89.1% |
| 10Y | -30.8% | +314.1% | -344.8% | -75.8% |
| All | -92.6% | +380.5% | -473.1% | -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