+342.7%
RMD vs A
+308.8%
+33.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +1.7% | +3.3% | -1.6% | +0.1% |
| 3M | +6.4% | +18.5% | -12.2% | -2.2% |
| 6M | +20.7% | +59.3% | -38.6% | -5.0% |
| YTD | -0.2% | +31.0% | -31.2% | -14.0% |
| 1Y | -4.5% | +19.3% | -23.8% | -13.8% |
| 3Y | +70.5% | +66.8% | +3.7% | +22.5% |
| 5Y | -1.6% | +15.5% | -17.1% | -15.0% |
| 10Y | +342.7% | +312.3% | +30.3% | +100.3% |
| All | +342.7% | +308.8% | +33.9% | +100.3% |
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