+57.5%
RMD vs S
+34.5%
+23.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +2.3% | -13.4% | +15.8% | +4.1% |
| 30D | +4.1% | -14.0% | +18.1% | +5.8% |
| 3M | +5.7% | +4.9% | +0.8% | +4.3% |
| 6M | +12.9% | +42.0% | -29.1% | +6.9% |
| YTD | -1.5% | +45.1% | -46.6% | -7.5% |
| 1Y | -4.8% | +33.1% | -37.8% | -9.7% |
| 3Y | +57.5% | +40.6% | +16.9% | +32.2% |
| All | +57.5% | +34.5% | +23.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling