+355.6%
RMD vs A
+302.9%
+52.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +2.1% | -0.5% | +2.5% | +2.2% |
| 30D | +2.1% | 0.0% | +2.1% | +2.0% |
| 3M | +6.2% | +16.7% | -10.5% | -1.6% |
| 6M | +19.4% | +54.8% | -35.4% | -4.8% |
| YTD | +0.5% | +28.8% | -28.3% | -12.7% |
| 1Y | -3.9% | +19.3% | -23.3% | -13.3% |
| 3Y | +72.5% | +65.5% | +7.0% | +24.3% |
| 5Y | -1.5% | +12.1% | -13.6% | -13.5% |
| All | +355.6% | +302.9% | +52.7% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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