+352.4%
RMD vs AR
+55.2%
+297.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.8% |
| 7D | -0.8% | +2.1% | -2.9% | -0.9% |
| 30D | +1.7% | +4.5% | -2.8% | +1.3% |
| 3M | +6.4% | +1.0% | +5.4% | +6.2% |
| 6M | +20.7% | +4.4% | +16.3% | +20.2% |
| YTD | -0.2% | +10.9% | -11.0% | -1.1% |
| 1Y | -4.5% | +8.6% | -13.1% | -5.4% |
| 3Y | +70.5% | +48.5% | +22.0% | +64.8% |
| 5Y | -1.6% | +95.7% | -97.4% | -6.7% |
| All | +352.4% | +55.2% | +297.2% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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