-34.7%
RMCF vs SPY
+20.8%
-55.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | -12.0% | +0.1% | -12.1% | -12.2% |
| 30D | +17.3% | +0.1% | +17.2% | +18.0% |
| 3M | -42.7% | +2.0% | -44.7% | -43.8% |
| 6M | -61.8% | +13.0% | -74.8% | -68.0% |
| YTD | -48.1% | +13.5% | -61.7% | -57.2% |
| 1Y | -34.7% | +20.0% | -54.7% | -47.2% |
| All | -34.7% | +20.8% | -55.6% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling