+337.2%
IR vs RMD
+287.3%
+49.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +8.1% | +1.9% | +6.2% | +7.0% |
| 3M | +0.7% | +6.3% | -5.6% | -1.7% |
| 6M | +16.6% | +18.2% | -1.6% | +9.5% |
| YTD | +7.8% | +0.3% | +7.5% | +6.6% |
| 1Y | +9.9% | -4.3% | +14.2% | +10.3% |
| 3Y | +25.2% | +71.3% | -46.0% | +2.0% |
| 5Y | +46.8% | -1.8% | +48.6% | +40.2% |
| All | +337.2% | +287.3% | +49.9% | +166.5% |
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