+57.5%
RMD vs A
+64.2%
-6.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +4.1% | +3.4% | +0.8% | +3.2% |
| 3M | +5.7% | +23.8% | -18.1% | -0.3% |
| 6M | +12.9% | +49.0% | -36.1% | +1.0% |
| YTD | -1.5% | +29.4% | -30.9% | -8.4% |
| 1Y | -4.8% | +19.4% | -24.1% | -9.3% |
| 3Y | +57.5% | +66.2% | -8.7% | +32.1% |
| All | +57.5% | +64.2% | -6.7% | +32.1% |
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