+125.9%
EWJ vs RMD
+347.3%
-221.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.0% | +2.1% | +1.9% | +3.6% |
| 30D | -4.3% | +2.1% | -6.3% | -4.8% |
| 3M | -6.8% | +6.2% | -13.1% | -8.1% |
| 6M | -0.9% | +19.4% | -20.3% | -5.0% |
| YTD | +14.3% | +0.5% | +13.7% | +13.3% |
| 1Y | +15.3% | -3.9% | +19.2% | +15.3% |
| 3Y | +65.6% | +72.5% | -6.9% | +43.8% |
| 5Y | +47.5% | -1.5% | +49.0% | +42.1% |
| All | +125.9% | +347.3% | -221.4% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling