+4.4%
RDW vs RMD
+6.4%
-2.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.8% | -4.2% | +9.0% | +6.4% |
| 30D | -19.5% | -2.1% | -17.5% | -19.1% |
| 3M | -26.9% | +13.8% | -40.7% | -32.3% |
| 6M | +17.8% | -10.6% | +28.4% | +21.6% |
| YTD | +43.0% | -8.1% | +51.1% | +45.7% |
| 1Y | +32.1% | -18.0% | +50.0% | +42.0% |
| 3Y | +250.6% | +52.9% | +197.8% | +179.1% |
| 5Y | -6.6% | -22.3% | +15.6% | -9.6% |
| All | +4.4% | +6.4% | -2.0% | -0.4% |
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