+19,131.2%
RMD vs RL
+1,476.5%
+17,654.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.3% | -4.2% | +6.5% | +3.3% |
| 30D | +4.1% | +4.3% | -0.1% | +3.2% |
| 3M | +5.7% | -4.6% | +10.3% | +6.6% |
| 6M | +12.9% | +1.7% | +11.2% | +11.8% |
| YTD | -1.5% | +7.3% | -8.9% | -4.0% |
| 1Y | -4.8% | +20.8% | -25.5% | -9.6% |
| 3Y | +57.5% | +247.0% | -189.5% | +15.5% |
| 5Y | -5.5% | +225.5% | -231.0% | -31.1% |
| 10Y | +357.8% | +363.0% | -5.3% | +185.0% |
| All | +19,131.2% | +1,476.5% | +17,654.7% | +7,454.4% |
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