+19.3%
RMD vs PL
+41.8%
-22.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | +0.1% | +22.3% | -22.2% | -1.2% |
| 30D | +1.9% | -8.3% | +10.2% | +2.3% |
| 3M | +6.3% | -43.3% | +49.6% | +9.8% |
| 6M | +18.2% | -65.8% | +84.1% | +25.3% |
| YTD | +0.3% | -29.5% | +29.8% | -1.2% |
| 1Y | -4.3% | +11.7% | -16.0% | -9.8% |
| 3Y | +71.3% | +540.6% | -469.3% | +24.7% |
| 5Y | -1.8% | +32.9% | -34.7% | -20.4% |
| All | +19.3% | +41.8% | -22.6% | -4.2% |
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