+44.7%
EWZ vs RMD
+51.0%
-6.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | -5.0% | +11.5% | +7.2% |
| 30D | +4.8% | +2.2% | +2.6% | +4.5% |
| 3M | +9.9% | +17.8% | -8.0% | +7.3% |
| 6M | +1.9% | -11.3% | +13.3% | +3.5% |
| YTD | +20.3% | -4.4% | +24.7% | +20.7% |
| 1Y | +35.6% | -15.7% | +51.3% | +38.4% |
| All | +44.7% | +51.0% | -6.3% | +30.6% |
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