-19.3%
RMD vs PL
+82.7%
-101.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -5.0% | -9.3% | +4.3% | -4.4% |
| 30D | +2.2% | -18.9% | +21.1% | +3.5% |
| 3M | +17.8% | -58.4% | +76.2% | +24.1% |
| 6M | -11.3% | -30.3% | +19.0% | -11.4% |
| YTD | -4.4% | -8.1% | +3.7% | -7.1% |
| 1Y | -15.7% | +180.5% | -196.2% | -27.0% |
| 3Y | +47.7% | +444.1% | -396.4% | +11.9% |
| All | -19.3% | +82.7% | -101.9% | -34.7% |
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