+53.9%
RMD vs Z
-37.5%
+91.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.3% | -2.0% |
| 7D | -4.5% | -3.3% | -1.2% | -3.9% |
| 30D | +4.6% | -3.7% | +8.3% | +5.2% |
| 3M | +14.8% | -7.0% | +21.8% | +15.9% |
| 6M | -12.1% | -29.5% | +17.4% | -7.3% |
| YTD | -7.5% | -52.6% | +45.1% | +3.9% |
| 1Y | -20.1% | -64.0% | +43.9% | -5.8% |
| 3Y | +53.9% | -36.4% | +90.3% | +68.6% |
| All | +53.9% | -37.5% | +91.3% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling