+434.5%
RF vs RMD
+38,610.5%
-38,176.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | -5.3% | +3.7% | -0.6% |
| 30D | +5.0% | +8.4% | -3.4% | +3.1% |
| 3M | -10.0% | +7.1% | -17.1% | -11.6% |
| 6M | +3.3% | +15.8% | -12.5% | -0.5% |
| YTD | +7.9% | +0.2% | +7.8% | +7.2% |
| 1Y | +21.2% | -1.4% | +22.6% | +20.7% |
| 3Y | +105.8% | +61.3% | +44.5% | +81.0% |
| 5Y | +43.7% | -3.9% | +47.6% | +39.2% |
| 10Y | +289.4% | +365.6% | -76.1% | +165.1% |
| All | +434.5% | +38,610.5% | -38,176.0% | +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