-21.7%
RMD vs USFR
+20.4%
-42.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.5% | +0.1% | -4.5% | -4.4% |
| 30D | +4.6% | +0.3% | +4.3% | +4.7% |
| 3M | +14.8% | +1.0% | +13.8% | +15.3% |
| 6M | -12.1% | +1.9% | -14.0% | -11.1% |
| YTD | -7.5% | +2.7% | -10.1% | -6.0% |
| 1Y | -20.1% | +4.0% | -24.1% | -18.3% |
| 3Y | +53.9% | +14.0% | +39.8% | +66.5% |
| All | -21.7% | +20.4% | -42.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling