+95.1%
F vs RMD
+278.3%
-183.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +5.3% | -5.0% | +10.3% | +6.7% |
| 30D | +4.6% | +2.2% | +2.4% | +3.9% |
| 3M | -3.7% | +17.8% | -21.5% | -7.9% |
| 6M | +16.8% | -11.3% | +28.2% | +19.8% |
| YTD | +15.3% | -4.4% | +19.7% | +15.7% |
| 1Y | +31.0% | -15.7% | +46.7% | +35.6% |
| 3Y | +45.4% | +47.7% | -2.3% | +25.7% |
| 5Y | +54.7% | -19.2% | +73.9% | +54.2% |
| All | +95.1% | +278.3% | -183.2% | +38.1% |
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