+1,307.6%
D vs RMD
+36,837.6%
-35,530.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.5% | -5.0% | +6.4% | +2.0% |
| 30D | -2.6% | +2.2% | -4.8% | -2.9% |
| 3M | 0.0% | +17.8% | -17.8% | -1.8% |
| 6M | +7.4% | -11.3% | +18.7% | +8.4% |
| YTD | +15.9% | -4.4% | +20.3% | +16.0% |
| 1Y | +18.1% | -15.7% | +33.8% | +19.7% |
| 3Y | +58.4% | +47.7% | +10.6% | +50.5% |
| 5Y | +5.2% | -19.2% | +24.4% | +5.2% |
| 10Y | +35.9% | +280.4% | -244.5% | +19.0% |
| All | +1,307.6% | +36,837.6% | -35,530.0% | +1,024.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling