+7,328.4%
EW vs RMD
+3,052.7%
+4,275.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +11.0% | +2.3% | +8.7% | +10.3% |
| 30D | +19.1% | +4.1% | +14.9% | +17.6% |
| 3M | +14.4% | +5.7% | +8.6% | +12.3% |
| 6M | +22.8% | +12.9% | +9.9% | +18.0% |
| YTD | +19.8% | -1.5% | +21.3% | +19.2% |
| 1Y | +23.9% | -4.8% | +28.6% | +24.4% |
| 3Y | +52.2% | +57.5% | -5.3% | +28.8% |
| 5Y | -13.9% | -5.5% | -8.4% | -16.2% |
| 10Y | +241.9% | +357.8% | -115.9% | +123.4% |
| All | +7,328.4% | +3,052.7% | +4,275.7% | +3,188.4% |
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 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