+268.2%
RMD vs RL
+304.3%
-36.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -4.5% | +1.9% | -6.3% | -4.8% |
| 30D | +4.6% | -12.2% | +16.8% | +7.4% |
| 3M | +14.8% | -6.6% | +21.4% | +16.2% |
| 6M | -12.1% | +3.2% | -15.2% | -13.1% |
| YTD | -7.5% | -1.3% | -6.2% | -8.0% |
| 1Y | -20.1% | +13.6% | -33.7% | -22.9% |
| 3Y | +53.9% | +210.9% | -157.0% | +17.6% |
| 5Y | -22.2% | +246.9% | -269.1% | -43.1% |
| 10Y | +268.2% | +310.1% | -41.9% | +141.1% |
| All | +268.2% | +304.3% | -36.1% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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