+395.7%
RMD vs RUN
-33.9%
+429.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.1% | -13.5% | +15.6% | +3.3% |
| 30D | +2.1% | +18.3% | -16.2% | +0.3% |
| 3M | +6.2% | -12.5% | +18.7% | +7.0% |
| 6M | +19.4% | -40.3% | +59.7% | +23.7% |
| YTD | +0.5% | -53.1% | +53.6% | +4.8% |
| 1Y | -3.9% | -54.3% | +50.3% | +0.2% |
| 3Y | +72.5% | -6.5% | +79.0% | +48.7% |
| 5Y | -1.5% | -85.3% | +83.8% | -2.2% |
| 10Y | +345.8% | +68.9% | +276.9% | +232.1% |
| All | +395.7% | -33.9% | +429.6% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling