-15.7%
RUM vs SPY
+14.6%
-30.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -5.5% |
| 7D | -11.6% | -0.7% | -10.9% | -9.5% |
| 30D | -30.8% | -1.0% | -29.7% | -27.9% |
| 3M | -20.5% | -0.3% | -20.2% | -19.0% |
| 6M | -28.0% | +7.3% | -35.4% | -41.3% |
| YTD | -19.1% | +13.3% | -32.5% | -43.0% |
| 1Y | -15.7% | +14.8% | -30.5% | -43.1% |
| All | -15.7% | +14.6% | -30.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling