+8.0%
RMOP vs SPY
+45.5%
-37.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -2.3% | -1.4% | -0.9% | -2.2% |
| 3M | -2.3% | +3.7% | -6.0% | -2.5% |
| 6M | -0.2% | +13.0% | -13.2% | -0.9% |
| YTD | +1.2% | +12.4% | -11.2% | +0.5% |
| 1Y | +4.7% | +18.5% | -13.8% | +3.7% |
| All | +8.0% | +45.5% | -37.5% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling