+46.0%
RF vs RMD
-4.0%
+50.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +4.6% | +1.7% | +3.0% | +4.0% |
| 3M | -8.4% | +6.4% | -14.8% | -10.1% |
| 6M | +8.9% | +20.7% | -11.9% | +3.0% |
| YTD | +8.8% | -0.2% | +9.0% | +8.0% |
| 1Y | +18.9% | -4.5% | +23.4% | +19.3% |
| 3Y | +116.0% | +70.5% | +45.5% | +81.5% |
| 5Y | +46.0% | -1.6% | +47.6% | +38.4% |
| All | +46.0% | -4.0% | +50.0% | +38.4% |
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 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