+68.8%
RMD vs SPG
+132.9%
-64.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | +1.2% | +5.1% | -3.9% | -0.7% |
| 30D | +2.5% | +16.8% | -14.4% | -3.5% |
| 3M | +11.5% | +5.7% | +5.9% | +9.1% |
| 6M | +14.7% | +17.8% | -3.1% | +8.0% |
| YTD | -1.3% | +30.1% | -31.4% | -10.2% |
| 1Y | -5.3% | +32.8% | -38.1% | -14.3% |
| 3Y | +68.8% | +137.2% | -68.5% | +28.1% |
| All | +68.8% | +132.9% | -64.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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