+13.9%
RMM vs SPY
+183.6%
-169.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | -0.1% | +2.0% | -2.1% | -0.9% |
| 6M | +1.9% | +13.0% | -11.1% | -2.6% |
| YTD | +9.1% | +13.5% | -4.4% | +4.1% |
| 1Y | +12.7% | +20.0% | -7.3% | +5.2% |
| 3Y | +15.2% | +77.2% | -61.9% | -8.5% |
| 5Y | -5.7% | +81.9% | -87.6% | -26.6% |
| All | +13.9% | +183.6% | -169.7% | -33.1% |
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