-6.1%
RDW vs RMD
-23.0%
+16.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.9% | -4.4% | +5.3% | +2.6% |
| 30D | -21.3% | -3.1% | -18.1% | -20.5% |
| 3M | -37.9% | +13.8% | -51.6% | -42.8% |
| 6M | +12.3% | -8.6% | +20.8% | +14.9% |
| YTD | +39.7% | -8.6% | +48.4% | +42.9% |
| 1Y | +25.7% | -19.7% | +45.4% | +37.3% |
| 3Y | +230.8% | +48.4% | +182.5% | +158.0% |
| All | -6.1% | -23.0% | +16.9% | -2.1% |
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