+196.7%
EXC vs RMD
+347.3%
-150.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | +8.6% | +2.1% | +6.5% | +7.8% |
| 3M | +2.4% | +6.2% | -3.8% | +0.6% |
| 6M | +6.5% | +19.4% | -12.9% | +1.2% |
| YTD | +9.0% | +0.5% | +8.5% | +7.5% |
| 1Y | +4.6% | -3.9% | +8.5% | +4.2% |
| 3Y | +33.5% | +72.5% | -39.1% | +8.5% |
| 5Y | +41.4% | -1.5% | +42.9% | +33.4% |
| All | +196.7% | +347.3% | -150.7% | +89.5% |
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