+141.9%
EWJ vs RMD
+274.3%
-132.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.2% |
| 30D | +0.8% | -3.1% | +3.9% | +1.3% |
| 3M | +7.5% | +13.8% | -6.3% | +4.3% |
| 6M | +15.6% | -8.6% | +24.2% | +17.1% |
| YTD | +22.7% | -8.6% | +31.4% | +24.2% |
| 1Y | +26.4% | -19.7% | +46.1% | +31.2% |
| 3Y | +72.5% | +48.4% | +24.2% | +54.4% |
| 5Y | +52.4% | -22.7% | +75.2% | +54.7% |
| All | +141.9% | +274.3% | -132.4% | +79.0% |
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