+41,132.7%
RMD vs IT
+1,539.9%
+39,592.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | +0.6% |
| 7D | -5.0% | -6.0% | +1.0% | -3.8% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | +17.8% | +13.1% | +4.8% | +13.9% |
| 6M | -11.3% | +11.7% | -23.0% | -14.8% |
| YTD | -4.4% | -26.1% | +21.7% | -0.6% |
| 1Y | -15.7% | -21.3% | +5.5% | -13.9% |
| 3Y | +47.7% | -46.7% | +94.5% | +61.5% |
| 5Y | -19.2% | -40.5% | +21.3% | -14.5% |
| 10Y | +280.4% | +103.9% | +176.5% | +205.0% |
| All | +41,132.7% | +1,539.9% | +39,592.8% | +21,153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 all: compounded portfolio wealth divided by compounded IT 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…
all analysis · Full analysis span regression · 6 months rolling