+2,327.9%
NDAQ vs RMD
+3,695.0%
-1,367.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.4% | -5.0% | +2.5% | -0.6% |
| 30D | +2.5% | +2.2% | +0.2% | +1.4% |
| 3M | +9.9% | +17.8% | -7.9% | +3.0% |
| 6M | +9.4% | -11.3% | +20.8% | +13.5% |
| YTD | +0.4% | -4.4% | +4.8% | +1.2% |
| 1Y | +4.0% | -15.7% | +19.8% | +9.7% |
| 3Y | +94.4% | +47.7% | +46.6% | +59.0% |
| 5Y | +56.7% | -19.2% | +75.9% | +57.8% |
| 10Y | +375.3% | +280.4% | +94.9% | +142.9% |
| All | +2,327.9% | +3,695.0% | -1,367.1% | +505.0% |
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