+12,471.5%
FIX vs RMD
+18,964.6%
-6,493.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -5.0% | +11.0% | +7.3% |
| 30D | -7.2% | +2.2% | -9.5% | -8.0% |
| 3M | -15.9% | +17.8% | -33.7% | -19.9% |
| 6M | +12.7% | -11.3% | +24.1% | +15.0% |
| YTD | +72.8% | -4.4% | +77.2% | +72.5% |
| 1Y | +122.9% | -15.7% | +138.6% | +129.1% |
| 3Y | +774.3% | +47.7% | +726.6% | +661.4% |
| 5Y | +2,049.5% | -19.2% | +2,068.7% | +2,044.3% |
| 10Y | +5,821.5% | +280.4% | +5,541.1% | +3,892.4% |
| All | +12,471.5% | +18,964.6% | -6,493.1% | +5,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling