+2,114.1%
EMR vs RMD
+38,484.3%
-36,370.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +2.8% | +1.7% | +1.2% | +2.5% |
| 3M | +2.0% | +6.4% | -4.4% | +0.7% |
| 6M | +20.7% | +20.7% | 0.0% | +16.3% |
| YTD | +27.3% | -0.2% | +27.5% | +26.7% |
| 1Y | +31.0% | -4.5% | +35.5% | +31.4% |
| 3Y | +103.6% | +70.5% | +33.1% | +83.4% |
| 5Y | +88.6% | -1.6% | +90.2% | +83.7% |
| 10Y | +280.6% | +342.7% | -62.0% | +190.0% |
| All | +2,114.1% | +38,484.3% | -36,370.2% | +1,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling