+268.2%
RMD vs Z
-7.0%
+275.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.3% | -2.2% |
| 7D | -4.5% | -3.3% | -1.2% | -4.0% |
| 30D | +4.6% | -3.7% | +8.3% | +5.1% |
| 3M | +14.8% | -7.0% | +21.8% | +15.7% |
| 6M | -12.1% | -29.5% | +17.4% | -8.0% |
| YTD | -7.5% | -52.6% | +45.1% | +1.9% |
| 1Y | -20.1% | -64.0% | +43.9% | -8.6% |
| 3Y | +53.9% | -36.4% | +90.3% | +58.5% |
| 5Y | -22.2% | -65.8% | +43.5% | -17.3% |
| 10Y | +268.2% | -5.8% | +274.1% | +204.0% |
| All | +268.2% | -7.0% | +275.2% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling