+303.5%
EWY vs RMD
+274.3%
+29.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -0.1% | -4.4% | +4.3% | +1.0% |
| 30D | +7.3% | -3.1% | +10.4% | +8.1% |
| 3M | -5.1% | +13.8% | -18.9% | -9.0% |
| 6M | +42.1% | -8.6% | +50.6% | +44.5% |
| YTD | +94.1% | -8.6% | +102.8% | +97.0% |
| 1Y | +147.8% | -19.7% | +167.5% | +160.2% |
| 3Y | +222.9% | +48.4% | +174.5% | +175.3% |
| 5Y | +150.6% | -22.7% | +173.3% | +155.8% |
| All | +303.5% | +274.3% | +29.2% | +173.3% |
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