+1,271.8%
RMD vs SPXU
-100.0%
+1,371.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | 0.0% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +2.2% | +0.8% | +1.4% | +2.5% |
| 3M | +17.8% | -4.7% | +22.6% | +16.8% |
| 6M | -11.3% | -29.6% | +18.3% | -19.1% |
| YTD | -4.4% | -29.9% | +25.5% | -12.6% |
| 1Y | -15.7% | -39.1% | +23.4% | -25.7% |
| 3Y | +47.7% | -80.0% | +127.7% | +1.1% |
| 5Y | -19.2% | -86.0% | +66.8% | -43.3% |
| 10Y | +280.4% | -99.5% | +379.9% | +30.7% |
| All | +1,271.8% | -100.0% | +1,371.8% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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