-20.1%
RMD vs RL
+11.4%
-31.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.3% |
| 3M | +14.8% | -6.6% | +21.4% | +16.3% |
| 6M | -12.1% | +3.2% | -15.2% | -12.6% |
| YTD | -7.5% | -1.3% | -6.2% | -8.0% |
| 1Y | -20.1% | +13.6% | -33.7% | -24.0% |
| All | -20.1% | +11.4% | -31.5% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling