-80.0%
RMCF vs SPY
+78.4%
-158.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.7% |
| 30D | -22.1% | -3.7% | -18.4% | -20.4% |
| 3M | +3.8% | -2.7% | +6.6% | +5.7% |
| 6M | -68.1% | +2.2% | -70.3% | -68.3% |
| YTD | -57.4% | +10.8% | -68.2% | -59.3% |
| 1Y | -51.8% | +11.2% | -63.0% | -54.0% |
| 3Y | -80.0% | +76.5% | -156.5% | -83.1% |
| All | -80.0% | +78.4% | -158.4% | -83.1% |
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