+196.5%
RMR vs SPY
+346.6%
-150.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.9% |
| 7D | +7.4% | +2.6% | +4.8% | +4.9% |
| 30D | -5.2% | -2.0% | -3.2% | -3.6% |
| 3M | -15.2% | -2.8% | -12.5% | -13.3% |
| 6M | -9.4% | +2.1% | -11.6% | -11.6% |
| YTD | +24.5% | +11.5% | +13.0% | +12.3% |
| 1Y | +18.3% | +13.5% | +4.8% | +5.0% |
| 3Y | -2.5% | +77.7% | -80.2% | -44.0% |
| 5Y | -32.5% | +72.6% | -105.1% | -60.5% |
| 10Y | -9.3% | +308.2% | -317.4% | -75.8% |
| All | +196.5% | +346.6% | -150.1% | -32.2% |
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