+42.5%
RMIX vs SPY
+18.8%
+23.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -4.5% |
| 7D | -2.5% | +0.5% | -3.0% | -3.4% |
| 30D | -16.8% | -0.9% | -15.8% | -15.4% |
| 3M | -9.0% | +3.9% | -12.9% | -12.2% |
| All | +42.5% | +18.8% | +23.7% | +47.6% |
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 · Available span rolling