+351.0%
RMD vs TRU
+228.6%
+122.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.3% |
| 7D | -4.5% | -7.2% | +2.7% | -2.1% |
| 30D | +4.6% | -2.8% | +7.4% | +5.5% |
| 3M | +14.8% | +13.0% | +1.8% | +10.0% |
| 6M | -12.1% | +0.7% | -12.7% | -13.0% |
| YTD | -7.5% | -9.0% | +1.5% | -6.1% |
| 1Y | -20.1% | -16.3% | -3.8% | -17.0% |
| 3Y | +53.9% | -1.1% | +54.9% | +42.7% |
| 5Y | -22.2% | -36.0% | +13.8% | -16.7% |
| 10Y | +268.2% | +139.9% | +128.3% | +168.3% |
| All | +351.0% | +228.6% | +122.4% | +220.2% |
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