-26.5%
RUM vs SPY
+98.7%
-125.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.9% |
| 7D | -16.6% | -0.8% | -15.9% | -15.7% |
| 30D | -5.0% | -1.1% | -4.0% | -3.5% |
| 3M | -4.9% | +3.9% | -8.8% | -9.3% |
| 6M | +28.5% | +13.6% | +14.9% | +10.7% |
| YTD | +13.4% | +12.7% | +0.8% | -0.4% |
| 1Y | -2.2% | +17.5% | -19.7% | -17.6% |
| 3Y | +3.8% | +76.9% | -73.1% | -38.9% |
| 5Y | -26.3% | +83.6% | -109.9% | -59.4% |
| All | -26.5% | +98.7% | -125.2% | -59.2% |
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