+2,501.9%
RPM vs SPY
+3,091.8%
-589.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -9.6% | +0.1% | -9.6% | -9.6% |
| 3M | +1.8% | +2.0% | -0.2% | 0.0% |
| 6M | -2.1% | +13.0% | -15.1% | -11.8% |
| YTD | +3.0% | +13.5% | -10.5% | -7.7% |
| 1Y | -14.0% | +20.0% | -33.9% | -26.7% |
| 3Y | +11.1% | +77.2% | -66.1% | -33.0% |
| 5Y | +41.5% | +81.9% | -40.3% | -16.8% |
| 10Y | +133.7% | +314.1% | -180.4% | -32.5% |
| All | +2,501.9% | +3,091.8% | -589.8% | +122.7% |
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 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