-100.0%
RYM vs VOO
+117.2%
-217.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.2% |
| 7D | -14.7% | +2.6% | -17.3% | -17.4% |
| 30D | -25.7% | -2.0% | -23.7% | -23.1% |
| 3M | -39.2% | -2.8% | -36.4% | -36.3% |
| 6M | -50.0% | +2.2% | -52.2% | -50.6% |
| YTD | -36.7% | +11.5% | -48.2% | -43.7% |
| 1Y | -42.9% | +13.5% | -56.4% | -50.7% |
| 3Y | -48.2% | +78.1% | -126.3% | -76.2% |
| 5Y | -100.0% | +73.1% | -173.1% | -100.0% |
| All | -100.0% | +117.2% | -217.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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