+1,236.8%
EWY vs RMD
+4,332.5%
-3,095.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | -5.0% | +9.8% | +6.6% |
| 30D | +11.7% | +2.2% | +9.4% | +10.7% |
| 3M | -7.4% | +17.8% | -25.3% | -13.3% |
| 6M | +40.6% | -11.3% | +51.9% | +44.6% |
| YTD | +94.3% | -4.4% | +98.7% | +94.2% |
| 1Y | +164.3% | -15.7% | +180.0% | +175.1% |
| 3Y | +221.0% | +47.7% | +173.2% | +164.8% |
| 5Y | +139.1% | -19.2% | +158.3% | +137.9% |
| 10Y | +298.8% | +280.4% | +18.4% | +111.5% |
| All | +1,236.8% | +4,332.5% | -3,095.7% | +187.0% |
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 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