+61.9%
RMD vs SITM
+4,608.4%
-4,546.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.9% |
| 7D | -5.0% | +9.7% | -14.7% | -5.7% |
| 30D | +2.2% | +12.7% | -10.5% | +0.5% |
| 3M | +17.8% | -13.4% | +31.3% | +17.7% |
| 6M | -11.3% | +59.6% | -71.0% | -17.6% |
| YTD | -4.4% | +73.3% | -77.7% | -12.3% |
| 1Y | -15.7% | +165.5% | -181.3% | -26.6% |
| 3Y | +47.7% | +368.7% | -321.0% | +14.8% |
| 5Y | -19.2% | +172.5% | -191.7% | -37.3% |
| All | +61.9% | +4,608.4% | -4,546.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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