+18,563.2%
RMD vs RL
+1,366.2%
+17,197.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | +2.2% | -7.8% | +10.0% | +4.0% |
| 3M | +17.8% | -4.0% | +21.8% | +18.7% |
| 6M | -11.3% | -1.9% | -9.4% | -11.6% |
| YTD | -4.4% | -0.2% | -4.3% | -5.2% |
| 1Y | -15.7% | +10.7% | -26.4% | -18.5% |
| 3Y | +47.7% | +210.8% | -163.0% | +11.1% |
| 5Y | -19.2% | +238.2% | -257.4% | -41.7% |
| 10Y | +280.4% | +313.4% | -33.0% | +142.9% |
| All | +18,563.2% | +1,366.2% | +17,197.1% | +7,356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling