-6.6%
RMD vs S
-56.9%
+50.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -2.1% | -11.8% | +9.7% | -0.9% |
| 3M | +13.8% | +33.9% | -20.2% | +9.7% |
| 6M | -10.6% | +40.1% | -50.7% | -14.7% |
| YTD | -8.1% | +32.1% | -40.2% | -11.9% |
| 1Y | -18.0% | +11.0% | -29.0% | -20.0% |
| 3Y | +52.9% | +16.9% | +35.9% | +45.2% |
| 5Y | -22.3% | -68.9% | +46.7% | -23.2% |
| All | -6.6% | -56.9% | +50.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling