-18.0%
RMCF vs SPY
+3,045.4%
-3,063.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -5.0% |
| 7D | -5.1% | +3.3% | -8.4% | -6.1% |
| 30D | -22.1% | -2.7% | -19.4% | -21.4% |
| 3M | -51.3% | -1.7% | -49.6% | -51.0% |
| 6M | -71.0% | +3.1% | -74.1% | -71.2% |
| YTD | -61.1% | +11.9% | -72.9% | -62.3% |
| 1Y | -54.6% | +12.0% | -66.6% | -56.0% |
| 3Y | -81.7% | +78.2% | -159.9% | -84.7% |
| 5Y | -92.1% | +73.2% | -165.3% | -93.4% |
| 10Y | -91.0% | +309.6% | -400.7% | -94.3% |
| All | -18.0% | +3,045.4% | -3,063.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling