+171.3%
RM vs VOO
+572.7%
-401.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.0% |
| 7D | -0.1% | -2.7% | +2.6% | +2.8% |
| 30D | +9.2% | -5.4% | +14.6% | +15.7% |
| 3M | +10.7% | -4.1% | +14.7% | +15.5% |
| 6M | +5.5% | +0.7% | +4.8% | +3.6% |
| YTD | -4.0% | +8.7% | -12.7% | -12.9% |
| 1Y | +2.1% | +11.0% | -8.9% | -9.4% |
| 3Y | +84.6% | +75.5% | +9.2% | +0.7% |
| 5Y | -26.8% | +68.4% | -95.1% | -58.4% |
| 10Y | +109.5% | +315.7% | -206.2% | -51.5% |
| All | +171.3% | +572.7% | -401.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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