+200.5%
B vs RMD
+360.8%
-160.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +11.3% | +1.2% | +10.1% | +11.1% |
| 30D | +2.9% | +2.5% | +0.5% | +2.4% |
| 3M | -2.9% | +11.5% | -14.4% | -5.0% |
| 6M | -1.2% | +14.7% | -15.9% | -4.4% |
| YTD | -1.3% | -1.3% | 0.0% | -1.6% |
| 1Y | +30.4% | -5.3% | +35.7% | +31.0% |
| 3Y | +195.3% | +68.8% | +126.5% | +158.2% |
| 5Y | +146.2% | -5.9% | +152.1% | +139.2% |
| 10Y | +200.5% | +348.7% | -148.2% | +134.2% |
| All | +200.5% | +360.8% | -160.3% | +134.2% |
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