+58.5%
ON vs RMD
-21.0%
+79.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.1% |
| 7D | -2.2% | -4.5% | +2.3% | -0.3% |
| 30D | -12.4% | +4.6% | -17.0% | -14.3% |
| 3M | -41.2% | +14.8% | -56.0% | -45.6% |
| 6M | +25.0% | -12.1% | +37.1% | +30.8% |
| YTD | +31.3% | -7.5% | +38.7% | +33.3% |
| 1Y | +45.4% | -20.1% | +65.5% | +58.9% |
| 3Y | -27.4% | +53.9% | -81.3% | -45.8% |
| 5Y | +58.5% | -22.2% | +80.7% | +61.1% |
| All | +58.5% | -21.0% | +79.5% | +61.1% |
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