-4.4%
RMD vs RL
+239.2%
-243.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.4% |
| 30D | +2.1% | +2.9% | -0.9% | +1.3% |
| 3M | +6.2% | 0.0% | +6.2% | +6.0% |
| 6M | +19.4% | +17.1% | +2.3% | +14.4% |
| YTD | +0.5% | +10.1% | -9.6% | -2.8% |
| 1Y | -3.9% | +17.3% | -21.3% | -8.6% |
| 3Y | +72.5% | +249.3% | -176.8% | +18.2% |
| All | -4.4% | +239.2% | -243.5% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling