-4.3%
RMD vs PL
+10.1%
-14.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.4% |
| 7D | +0.1% | +22.3% | -22.2% | +0.4% |
| 30D | +1.9% | -8.3% | +10.2% | +1.9% |
| 3M | +6.3% | -43.3% | +49.6% | +6.0% |
| 6M | +18.2% | -65.8% | +84.1% | +18.4% |
| YTD | +0.3% | -29.5% | +29.8% | -2.6% |
| 1Y | -4.3% | +11.7% | -16.0% | -7.8% |
| All | -4.3% | +10.1% | -14.3% | -7.8% |
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