+155.6%
EWJ vs RMD
+38,029.1%
-37,873.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | -5.0% | +7.5% | +3.3% |
| 30D | +3.3% | +2.2% | +1.1% | +2.8% |
| 3M | +5.0% | +17.8% | -12.9% | +2.1% |
| 6M | +11.5% | -11.3% | +22.9% | +13.1% |
| YTD | +22.4% | -4.4% | +26.8% | +22.6% |
| 1Y | +30.2% | -15.7% | +45.9% | +32.8% |
| 3Y | +72.8% | +47.7% | +25.1% | +59.9% |
| 5Y | +54.1% | -19.2% | +73.3% | +54.3% |
| 10Y | +140.6% | +280.4% | -139.8% | +88.8% |
| All | +155.6% | +38,029.1% | -37,873.6% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling