+284.9%
IR vs RMD
+257.4%
+27.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | +0.6% | -4.5% | +5.1% | +2.1% |
| 30D | -13.6% | +4.6% | -18.2% | -14.9% |
| 3M | +3.7% | +14.8% | -11.1% | -1.2% |
| 6M | -13.1% | -12.1% | -1.0% | -9.9% |
| YTD | -5.1% | -7.5% | +2.4% | -3.3% |
| 1Y | -6.5% | -20.1% | +13.6% | -0.4% |
| 3Y | +8.5% | +53.9% | -45.4% | -8.6% |
| 5Y | +43.3% | -22.2% | +65.5% | +48.0% |
| All | +284.9% | +257.4% | +27.5% | +141.7% |
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