-22.3%
RMD vs RUN
-81.3%
+59.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | 0.0% |
| 7D | -4.2% | -3.4% | -0.8% | -4.0% |
| 30D | -2.1% | -14.0% | +11.9% | -1.0% |
| 3M | +13.8% | -27.5% | +41.2% | +16.2% |
| 6M | -10.6% | -29.0% | +18.4% | -9.1% |
| YTD | -8.1% | -53.1% | +45.0% | -4.3% |
| 1Y | -18.0% | -46.7% | +28.8% | -16.1% |
| 3Y | +52.9% | -38.3% | +91.2% | +37.3% |
| 5Y | -22.3% | -80.7% | +58.4% | -25.8% |
| All | -22.3% | -81.3% | +59.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling