+69.8%
EWJ vs RMD
+51.0%
+18.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.0% | -4.7% | +5.7% | +1.6% |
| 30D | +1.0% | +0.2% | +0.7% | +0.9% |
| 3M | +7.2% | +12.0% | -4.8% | +5.3% |
| 6M | +13.9% | -12.5% | +26.4% | +16.0% |
| YTD | +20.8% | -7.9% | +28.7% | +22.0% |
| 1Y | +26.4% | -20.4% | +46.8% | +30.3% |
| All | +69.8% | +51.0% | +18.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling