-17.2%
F vs RMD
-7.7%
-9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | +2.1% | -5.2% | -3.6% |
| 30D | 0.0% | +2.1% | -2.0% | -0.7% |
| 3M | -13.2% | +6.2% | -19.5% | -14.8% |
| 6M | -10.2% | +19.4% | -29.6% | -15.0% |
| YTD | -4.9% | +0.5% | -5.5% | -6.0% |
| 1Y | -6.1% | -3.9% | -2.1% | -5.9% |
| 3Y | +46.0% | +72.5% | -26.6% | +14.9% |
| All | -17.2% | -7.7% | -9.6% | -25.2% |
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