+17.6%
JD vs RMD
+265.7%
-248.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -0.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.8% |
| 30D | -16.0% | +4.6% | -20.6% | -17.4% |
| 3M | -3.2% | +14.8% | -18.0% | -8.4% |
| 6M | +6.1% | -12.1% | +18.1% | +10.0% |
| YTD | -0.1% | -7.5% | +7.4% | +1.3% |
| 1Y | -12.7% | -20.1% | +7.3% | -6.7% |
| 3Y | -6.3% | +53.9% | -60.2% | -24.9% |
| 5Y | -61.3% | -22.2% | -39.1% | -60.5% |
| 10Y | +17.6% | +268.2% | -250.6% | -29.7% |
| All | +17.6% | +265.7% | -248.1% | -29.7% |
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