-81.7%
RMCF vs SPY
+78.7%
-160.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.7% |
| 7D | -13.2% | +0.5% | -13.8% | -13.5% |
| 30D | +10.8% | -0.9% | +11.8% | +11.8% |
| 3M | -45.2% | +3.9% | -49.1% | -46.2% |
| 6M | -62.4% | +14.5% | -77.0% | -64.7% |
| YTD | -51.6% | +12.9% | -64.5% | -54.2% |
| 1Y | -37.8% | +19.4% | -57.2% | -42.2% |
| 3Y | -81.7% | +78.5% | -160.2% | -86.0% |
| All | -81.7% | +78.7% | -160.4% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling