+53.8%
NDAQ vs RMD
-21.0%
+74.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -2.6% | -4.5% | +1.9% | -1.4% |
| 30D | +0.5% | +4.6% | -4.1% | -0.8% |
| 3M | +9.9% | +14.8% | -4.9% | +5.6% |
| 6M | +8.2% | -12.1% | +20.3% | +11.3% |
| YTD | -1.5% | -7.5% | +6.0% | 0.0% |
| 1Y | +1.3% | -20.1% | +21.4% | +6.7% |
| 3Y | +92.6% | +53.9% | +38.7% | +64.4% |
| 5Y | +53.8% | -22.2% | +76.0% | +65.8% |
| All | +53.8% | -21.0% | +74.8% | +65.8% |
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