+564.0%
RMBS vs RMD
+277.2%
+286.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +3.5% | -4.7% | +8.2% | +5.4% |
| 30D | -8.6% | +0.2% | -8.8% | -8.9% |
| 3M | -40.3% | +12.0% | -52.3% | -44.0% |
| 6M | -1.0% | -12.5% | +11.5% | +2.9% |
| YTD | -4.6% | -7.9% | +3.3% | -2.8% |
| 1Y | +17.6% | -20.4% | +38.0% | +27.3% |
| 3Y | +58.6% | +53.1% | +5.5% | +26.8% |
| 5Y | +270.9% | -22.1% | +293.1% | +285.0% |
| All | +564.0% | +277.2% | +286.8% | +271.8% |
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