+30.2%
EWJ vs RMD
-14.6%
+44.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | -5.0% | +7.5% | +3.0% |
| 30D | +3.3% | +2.2% | +1.1% | +3.1% |
| 3M | +5.0% | +17.8% | -12.9% | +2.5% |
| 6M | +11.5% | -11.3% | +22.9% | +16.2% |
| YTD | +22.4% | -4.4% | +26.8% | +24.7% |
| 1Y | +30.2% | -15.7% | +45.9% | +38.8% |
| All | +30.2% | -14.6% | +44.8% | +38.8% |
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