+2,593.6%
NDAQ vs RMD
+3,810.5%
-1,216.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +16.5% | +4.1% | +12.4% | +14.5% |
| 3M | +13.5% | +5.7% | +7.8% | +10.6% |
| 6M | +20.9% | +12.9% | +8.0% | +14.5% |
| YTD | +11.4% | -1.5% | +12.9% | +10.7% |
| 1Y | +25.9% | -4.8% | +30.7% | +26.6% |
| 3Y | +119.9% | +57.5% | +62.4% | +75.6% |
| 5Y | +61.7% | -5.5% | +67.2% | +52.8% |
| 10Y | +481.6% | +357.8% | +123.8% | +175.3% |
| All | +2,593.6% | +3,810.5% | -1,216.9% | +561.6% |
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