+56.3%
RMD vs A
+30.8%
+25.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -5.0% | -1.9% | -3.0% | -4.5% |
| 30D | +2.2% | +6.9% | -4.7% | +0.3% |
| 3M | +17.8% | +9.2% | +8.6% | +14.7% |
| 6M | -11.3% | +25.7% | -37.0% | -17.4% |
| YTD | -4.4% | +11.5% | -16.0% | -7.7% |
| 1Y | -15.7% | +18.4% | -34.1% | -20.3% |
| All | +56.3% | +30.8% | +25.4% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling