+584.5%
RIO vs RMD
+274.3%
+310.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -3.2% | -4.4% | +1.2% | -2.1% |
| 30D | +0.9% | -3.1% | +4.1% | +1.7% |
| 3M | -1.4% | +13.8% | -15.2% | -5.1% |
| 6M | +10.9% | -8.6% | +19.5% | +12.9% |
| YTD | +31.2% | -8.6% | +39.9% | +33.2% |
| 1Y | +67.9% | -19.7% | +87.6% | +76.2% |
| 3Y | +88.8% | +48.4% | +40.4% | +61.9% |
| 5Y | +93.1% | -22.7% | +115.8% | +97.6% |
| All | +584.5% | +274.3% | +310.2% | +313.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling