+206.8%
ON vs RMD
+2,936.1%
-2,729.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.1% |
| 7D | +3.3% | -0.8% | +4.2% | +3.7% |
| 30D | -3.1% | +1.7% | -4.8% | -4.0% |
| 3M | -9.2% | +6.4% | -15.6% | -11.9% |
| 6M | -31.4% | +20.7% | -52.1% | -37.4% |
| YTD | +36.0% | -0.2% | +36.1% | +32.6% |
| 1Y | +52.0% | -4.5% | +56.5% | +50.8% |
| 3Y | +9.3% | +70.5% | -61.3% | -14.8% |
| 5Y | +26.5% | -1.6% | +28.1% | +20.0% |
| 10Y | +556.1% | +342.7% | +213.5% | +256.3% |
| All | +206.8% | +2,936.1% | -2,729.4% | -8.4% |
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