+133.7%
RPM vs SPY
+318.9%
-185.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -4.0% | -2.0% | -2.0% | -2.1% |
| 30D | -14.9% | -1.7% | -13.2% | -13.5% |
| 3M | -4.3% | +4.7% | -9.0% | -8.3% |
| 6M | -1.7% | +12.5% | -14.2% | -11.8% |
| YTD | -3.0% | +11.7% | -14.8% | -12.5% |
| 1Y | -18.7% | +17.5% | -36.2% | -30.2% |
| 3Y | +6.2% | +76.6% | -70.4% | -38.4% |
| 5Y | +36.4% | +82.0% | -45.6% | -23.6% |
| All | +133.7% | +318.9% | -185.1% | -47.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling