+390.0%
RMD vs TRU
+243.6%
+146.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +2.1% | +21.3% | -19.2% | -4.5% |
| 3M | +6.2% | +0.2% | +6.0% | +5.5% |
| 6M | +19.4% | +22.4% | -3.0% | +10.5% |
| YTD | +0.5% | -4.8% | +5.4% | 0.0% |
| 1Y | -3.9% | -0.2% | -3.8% | -6.1% |
| 3Y | +72.5% | +57.9% | +14.6% | +35.7% |
| 5Y | -1.5% | -26.1% | +24.6% | -0.4% |
| 10Y | +345.8% | +184.8% | +161.0% | +212.0% |
| All | +390.0% | +243.6% | +146.4% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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