-17.5%
RMR vs SPY
+81.0%
-98.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | -1.4% | -1.4% | 0.0% | -0.5% |
| 3M | -3.8% | +3.7% | -7.5% | -6.3% |
| 6M | +24.4% | +13.0% | +11.4% | +14.4% |
| YTD | +40.1% | +12.4% | +27.7% | +29.2% |
| 1Y | +27.6% | +18.5% | +9.1% | +13.2% |
| 3Y | +3.5% | +77.6% | -74.1% | -32.2% |
| 5Y | -17.5% | +81.7% | -99.2% | -47.4% |
| All | -17.5% | +81.0% | -98.5% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling