+432.6%
RF vs RMD
+37,961.9%
-37,529.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.9% | +2.3% | -3.2% | -1.4% |
| 30D | +6.0% | +4.1% | +1.9% | +5.0% |
| 3M | -8.9% | +5.7% | -14.6% | -10.3% |
| 6M | +2.3% | +12.9% | -10.6% | -0.9% |
| YTD | +7.6% | -1.5% | +9.1% | +7.2% |
| 1Y | +21.2% | -4.8% | +25.9% | +21.6% |
| 3Y | +108.5% | +57.5% | +51.0% | +84.3% |
| 5Y | +43.2% | -5.5% | +48.7% | +39.2% |
| 10Y | +288.1% | +357.8% | -69.7% | +165.2% |
| All | +432.6% | +37,961.9% | -37,529.2% | +171.4% |
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