+53.9%
RMD vs RUN
-35.6%
+89.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.4% |
| 7D | -4.5% | +10.2% | -14.6% | -4.9% |
| 30D | +4.6% | -9.6% | +14.2% | +5.1% |
| 3M | +14.8% | -31.5% | +46.3% | +16.7% |
| 6M | -12.1% | -18.7% | +6.6% | -11.8% |
| YTD | -7.5% | -49.9% | +42.4% | -5.3% |
| 1Y | -20.1% | -45.5% | +25.4% | -18.9% |
| 3Y | +53.9% | -34.1% | +88.0% | +38.2% |
| All | +53.9% | -35.6% | +89.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling