-3.9%
RMD vs PL
+11.6%
-15.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +0.1% |
| 7D | -5.3% | -20.5% | +15.2% | -4.0% |
| 30D | +8.4% | -38.8% | +47.2% | +11.7% |
| 3M | +7.1% | -49.1% | +56.3% | +11.4% |
| 6M | +15.8% | -69.4% | +85.2% | +23.3% |
| YTD | +0.2% | -42.3% | +42.5% | 0.0% |
| 1Y | -1.4% | -14.2% | +12.8% | -5.4% |
| 3Y | +61.3% | +398.7% | -337.4% | +19.8% |
| 5Y | -3.9% | +11.1% | -15.0% | -20.4% |
| All | -3.9% | +11.6% | -15.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling