-72.9%
RMCO vs SPY
+82.3%
-155.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -5.6% | -0.8% | -4.9% | -5.4% |
| 30D | -15.7% | -1.1% | -14.7% | -15.4% |
| 3M | +6.5% | +3.9% | +2.6% | +5.0% |
| 6M | -33.2% | +13.6% | -46.8% | -36.2% |
| YTD | -13.1% | +12.7% | -25.7% | -16.7% |
| 1Y | +41.7% | +17.5% | +24.2% | +34.4% |
| 3Y | -74.9% | +76.9% | -151.8% | -77.3% |
| All | -72.9% | +82.3% | -155.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling