-40.0%
RMCF vs SPY
+18.8%
-58.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.3% |
| 7D | -11.8% | -0.4% | -11.4% | -11.2% |
| 30D | +15.4% | -1.4% | +16.8% | +19.0% |
| 3M | -43.8% | +3.7% | -47.5% | -46.4% |
| 6M | -62.8% | +13.0% | -75.8% | -68.8% |
| YTD | -52.6% | +12.4% | -65.0% | -60.2% |
| 1Y | -40.0% | +18.5% | -58.5% | -53.6% |
| All | -40.0% | +18.8% | -58.8% | -53.6% |
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