-6.5%
RMD vs S
-57.7%
+51.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -4.7% | -1.2% | -3.5% | -4.6% |
| 30D | +0.2% | -12.6% | +12.8% | +1.6% |
| 3M | +12.0% | +27.6% | -15.6% | +8.6% |
| 6M | -12.5% | +35.5% | -48.0% | -16.2% |
| YTD | -7.9% | +29.6% | -37.5% | -11.5% |
| 1Y | -20.4% | +8.1% | -28.5% | -22.1% |
| 3Y | +53.1% | +14.8% | +38.4% | +45.7% |
| 5Y | -22.1% | -70.6% | +48.4% | -23.0% |
| All | -6.5% | -57.7% | +51.2% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling