+17.2%
RMD vs PL
+28.1%
-10.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -2.3% |
| 7D | +2.3% | -6.8% | +9.2% | +2.7% |
| 30D | +4.1% | -29.3% | +33.4% | +6.2% |
| 3M | +5.7% | -44.8% | +50.5% | +9.4% |
| 6M | +12.9% | -68.4% | +81.3% | +20.1% |
| YTD | -1.5% | -36.4% | +34.8% | -2.3% |
| 1Y | -4.8% | +0.7% | -5.5% | -9.7% |
| 3Y | +57.5% | +455.3% | -397.8% | +16.1% |
| 5Y | -5.5% | +22.7% | -28.2% | -22.9% |
| All | +17.2% | +28.1% | -10.9% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling