+20.5%
RMIX vs SPY
+18.5%
+1.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -5.7% |
| 7D | -20.0% | -0.8% | -19.2% | -18.9% |
| 30D | -30.1% | -1.1% | -29.0% | -28.7% |
| 3M | -33.9% | +3.9% | -37.7% | -35.9% |
| All | +20.5% | +18.5% | +1.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling