+18.2%
EWJ vs RMD
-1.9%
+20.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | +0.9% |
| 7D | -1.2% | -3.9% | +2.7% | -1.0% |
| 30D | -5.5% | +7.9% | -13.4% | -5.9% |
| 3M | -0.8% | +8.1% | -8.9% | -1.2% |
| 6M | +7.1% | +15.5% | -8.4% | +6.5% |
| YTD | +16.9% | +0.7% | +16.2% | +18.9% |
| 1Y | +18.2% | -1.4% | +19.6% | +20.8% |
| All | +18.2% | -1.9% | +20.1% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling