+68.8%
RMD vs SM
-14.2%
+82.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | +1.2% | -22.3% | +23.5% | +1.9% |
| 30D | +2.5% | -21.4% | +23.8% | +3.0% |
| 3M | +11.5% | +1.4% | +10.2% | +10.7% |
| 6M | +14.7% | +0.1% | +14.6% | +13.4% |
| YTD | -1.3% | +59.0% | -60.3% | -6.9% |
| 1Y | -5.3% | +64.3% | -69.6% | -10.9% |
| 3Y | +68.8% | -13.1% | +81.9% | +58.3% |
| All | +68.8% | -14.2% | +82.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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