-71.1%
RMCO vs SPY
+96.1%
-167.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.9% | -0.4% | +2.2% | +2.0% |
| 30D | -7.2% | -1.4% | -5.8% | -6.7% |
| 3M | +8.6% | +3.7% | +4.9% | +7.2% |
| 6M | -31.8% | +13.0% | -44.8% | -34.7% |
| YTD | -8.1% | +12.4% | -20.5% | -11.9% |
| 1Y | +53.0% | +18.5% | +34.4% | +45.0% |
| 3Y | -73.2% | +77.6% | -150.8% | -75.7% |
| 5Y | -71.5% | +81.7% | -153.1% | -74.0% |
| All | -71.1% | +96.1% | -167.2% | -73.8% |
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