+55.0%
EWZ vs RMD
-19.3%
+74.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | -5.0% | +11.5% | +7.3% |
| 30D | +4.8% | +2.2% | +2.6% | +4.4% |
| 3M | +9.9% | +17.8% | -8.0% | +6.7% |
| 6M | +1.9% | -11.3% | +13.3% | +3.7% |
| YTD | +20.3% | -4.4% | +24.7% | +20.7% |
| 1Y | +35.6% | -15.7% | +51.3% | +38.8% |
| 3Y | +43.4% | +47.7% | -4.3% | +29.9% |
| All | +55.0% | -19.3% | +74.3% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling