+0.6%
RMR vs SPY
+318.9%
-318.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -1.8% | -2.0% | +0.2% | 0.0% |
| 30D | -3.3% | -1.7% | -1.7% | -1.9% |
| 3M | -7.4% | +4.7% | -12.2% | -11.4% |
| 6M | +21.8% | +12.5% | +9.3% | +9.1% |
| YTD | +38.2% | +11.7% | +26.5% | +24.4% |
| 1Y | +27.0% | +17.5% | +9.5% | +8.8% |
| 3Y | +2.1% | +76.6% | -74.4% | -41.7% |
| 5Y | -15.5% | +82.0% | -97.5% | -53.9% |
| All | +0.6% | +318.9% | -318.3% | -76.7% |
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