+48.4%
RMD vs SNY
-9.6%
+58.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -3.6% |
| 30D | -3.1% | -2.2% | -1.0% | -2.6% |
| 3M | +13.8% | -3.0% | +16.8% | +14.6% |
| 6M | -8.6% | +2.7% | -11.3% | -9.0% |
| YTD | -8.6% | -6.8% | -1.8% | -7.3% |
| 1Y | -19.7% | -5.3% | -14.4% | -18.9% |
| 3Y | +48.4% | -9.8% | +58.2% | +48.0% |
| All | +48.4% | -9.6% | +58.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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