+222.7%
B vs RMD
+349.2%
-126.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.7% | -0.8% | -1.8% | -2.5% |
| 30D | -4.3% | +1.7% | -6.0% | -4.7% |
| 3M | -2.3% | +6.4% | -8.7% | -3.5% |
| 6M | -16.2% | +20.7% | -36.9% | -19.8% |
| YTD | -8.8% | -0.2% | -8.7% | -9.3% |
| 1Y | +11.4% | -4.5% | +15.9% | +11.7% |
| 3Y | +174.3% | +70.5% | +103.8% | +139.0% |
| 5Y | +116.2% | -1.6% | +117.8% | +108.0% |
| 10Y | +222.7% | +342.7% | -119.9% | +137.6% |
| All | +222.7% | +349.2% | -126.5% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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