-89.8%
RMCF vs SPY
+322.5%
-412.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -9.1% | -0.8% | -8.3% | -8.8% |
| 30D | -40.8% | -1.1% | -39.7% | -40.5% |
| 3M | -44.1% | +3.9% | -48.0% | -44.7% |
| 6M | -62.5% | +13.6% | -76.1% | -63.9% |
| YTD | -52.6% | +12.7% | -65.3% | -54.3% |
| 1Y | -39.2% | +17.5% | -56.7% | -41.9% |
| 3Y | -82.2% | +76.9% | -159.1% | -85.0% |
| 5Y | -89.4% | +83.6% | -173.0% | -91.2% |
| All | -89.8% | +322.5% | -412.2% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling