+50.3%
EWZ vs RMD
+360.8%
-310.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | -25.1% | +2.5% | -27.6% | -25.8% |
| 3M | -7.7% | +11.5% | -19.3% | -10.8% |
| 6M | -15.8% | +14.7% | -30.5% | -19.8% |
| YTD | +3.6% | -1.3% | +5.0% | +2.7% |
| 1Y | +5.5% | -5.3% | +10.8% | +5.7% |
| 3Y | +22.1% | +68.8% | -46.6% | -1.4% |
| 5Y | +58.3% | -5.9% | +64.2% | +50.9% |
| 10Y | +50.3% | +348.7% | -298.4% | -4.7% |
| All | +50.3% | +360.8% | -310.5% | -4.7% |
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