+165.5%
B vs RMD
+69.3%
+96.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -7.3% | +2.1% | -9.4% | -7.6% |
| 30D | -3.3% | +2.1% | -5.4% | -3.7% |
| 3M | -7.8% | +6.2% | -14.0% | -8.6% |
| 6M | -15.5% | +19.4% | -34.9% | -18.0% |
| YTD | -12.3% | +0.5% | -12.8% | -12.2% |
| 1Y | +5.4% | -3.9% | +9.3% | +6.1% |
| 3Y | +165.5% | +72.5% | +93.0% | +136.6% |
| All | +165.5% | +69.3% | +96.2% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling