-15.7%
RMD vs PL
+176.6%
-192.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -5.0% | -9.3% | +4.3% | -5.0% |
| 30D | +2.2% | -18.9% | +21.1% | +2.2% |
| 3M | +17.8% | -58.4% | +76.2% | +18.9% |
| 6M | -11.3% | -30.3% | +19.0% | -12.3% |
| YTD | -4.4% | -8.1% | +3.7% | -6.4% |
| 1Y | -15.7% | +180.5% | -196.2% | -20.4% |
| All | -15.7% | +176.6% | -192.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling