+8.9%
RMM vs SPY
+171.4%
-162.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +7.2% | -5.4% | +12.6% | +9.3% |
| 3M | -5.5% | -4.1% | -1.4% | -4.2% |
| 6M | -4.7% | +0.7% | -5.4% | -5.1% |
| YTD | +4.3% | +8.7% | -4.4% | +0.9% |
| 1Y | +1.8% | +10.9% | -9.0% | -2.2% |
| 3Y | +22.8% | +75.0% | -52.2% | -2.2% |
| 5Y | -2.8% | +67.8% | -70.6% | -21.8% |
| All | +8.9% | +171.4% | -162.6% | -35.1% |
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