+151.6%
RPM vs SPY
+311.8%
-160.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -1.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.2% |
| 30D | +9.0% | -2.4% | +11.4% | +11.3% |
| 3M | -8.8% | -1.2% | -7.7% | -8.0% |
| 6M | +7.4% | +3.3% | +4.2% | +4.0% |
| YTD | +3.9% | +12.3% | -8.4% | -6.9% |
| 1Y | +0.5% | +12.4% | -11.9% | -10.1% |
| 3Y | +14.4% | +78.8% | -64.4% | -34.4% |
| 5Y | +27.1% | +75.2% | -48.1% | -26.1% |
| 10Y | +151.6% | +311.1% | -159.5% | -43.6% |
| All | +151.6% | +311.8% | -160.1% | -43.6% |
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