+9.7%
RMCF vs SPY
+3,091.8%
-3,082.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.6% | +0.1% | -11.7% | -11.6% |
| 30D | +17.9% | +0.1% | +17.8% | +18.0% |
| 3M | -42.4% | +2.0% | -44.4% | -42.7% |
| 6M | -61.6% | +13.0% | -74.6% | -63.0% |
| YTD | -47.9% | +13.5% | -61.4% | -49.8% |
| 1Y | -34.4% | +20.0% | -54.4% | -37.7% |
| 3Y | -80.5% | +77.2% | -157.7% | -83.6% |
| 5Y | -87.9% | +81.9% | -169.8% | -90.1% |
| 10Y | -89.2% | +314.1% | -403.3% | -93.2% |
| All | +9.7% | +3,091.8% | -3,082.0% | -70.3% |
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