+0.2%
RMD vs S
-48.9%
+49.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.9% | -0.7% |
| 7D | +1.2% | +1.6% | -0.4% | +1.0% |
| 30D | +2.5% | -10.5% | +12.9% | +3.5% |
| 3M | +11.5% | +9.9% | +1.6% | +9.7% |
| 6M | +14.7% | +41.8% | -27.1% | +9.3% |
| YTD | -1.3% | +56.8% | -58.1% | -7.6% |
| 1Y | -5.3% | +39.0% | -44.3% | -10.2% |
| 3Y | +68.8% | +53.8% | +14.9% | +55.0% |
| 5Y | -5.9% | -68.6% | +62.7% | -8.6% |
| All | +0.2% | -48.9% | +49.1% | -2.7% |
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