+52.4%
RMBI vs SPY
+188.6%
-136.2%
-49.7%
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 | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +11.2% | +2.0% | +9.2% | +9.8% |
| 6M | +16.6% | +13.0% | +3.5% | +9.0% |
| YTD | +17.6% | +13.5% | +4.0% | +9.6% |
| 1Y | +12.0% | +20.0% | -8.0% | +1.3% |
| 3Y | +60.3% | +77.2% | -16.9% | +16.0% |
| 5Y | +27.4% | +81.9% | -54.5% | -10.4% |
| All | +52.4% | +188.6% | -136.2% | -27.2% |
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