+338.4%
RMD vs Z
-19.5%
+357.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.1% |
| 7D | +3.1% | -6.5% | +9.6% | +4.0% |
| 30D | +1.8% | -0.1% | +1.9% | +1.5% |
| 3M | +6.7% | -14.1% | +20.8% | +8.6% |
| 6M | +13.9% | -30.1% | +43.9% | +19.1% |
| YTD | -2.0% | -57.5% | +55.5% | +9.3% |
| 1Y | -5.4% | -60.3% | +54.9% | +6.4% |
| 3Y | +67.4% | -21.0% | +88.4% | +67.1% |
| 5Y | -5.7% | -54.9% | +49.2% | -2.3% |
| 10Y | +338.4% | -16.0% | +354.4% | +268.2% |
| All | +338.4% | -19.5% | +357.9% | +268.2% |
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