-22.2%
RMD vs A
-14.2%
-8.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.2% |
| 7D | -4.5% | -2.1% | -2.4% | -3.7% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | +14.8% | +10.9% | +3.9% | +10.1% |
| 6M | -12.1% | +28.2% | -40.2% | -20.9% |
| YTD | -7.5% | +8.6% | -16.0% | -11.2% |
| 1Y | -20.1% | +15.5% | -35.6% | -25.6% |
| 3Y | +53.9% | +31.8% | +22.1% | +29.0% |
| 5Y | -22.2% | -14.9% | -7.3% | -19.5% |
| All | -22.2% | -14.2% | -8.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling