+237.6%
RMR vs SPY
+354.8%
-117.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | -1.8% | +2.0% | -3.8% | -3.9% |
| 6M | +18.7% | +13.0% | +5.6% | +6.1% |
| YTD | +41.7% | +13.5% | +28.2% | +26.0% |
| 1Y | +29.6% | +20.0% | +9.6% | +9.3% |
| 3Y | +2.7% | +77.2% | -74.5% | -40.7% |
| 5Y | -23.0% | +81.9% | -104.8% | -57.2% |
| 10Y | +1.4% | +314.1% | -312.6% | -73.2% |
| All | +237.6% | +354.8% | -117.2% | -23.9% |
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