+363.5%
SE vs RMD
+232.1%
+131.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.0% |
| 7D | -0.5% | +2.1% | -2.6% | -1.6% |
| 30D | -20.9% | +2.1% | -23.0% | -22.2% |
| 3M | -38.9% | +6.2% | -45.1% | -41.2% |
| 6M | -19.4% | +19.4% | -38.8% | -27.8% |
| YTD | -40.9% | +0.5% | -41.5% | -42.3% |
| 1Y | -46.2% | -3.9% | -42.2% | -46.3% |
| 3Y | +63.7% | +72.5% | -8.8% | +6.9% |
| 5Y | -77.9% | -1.5% | -76.4% | -79.5% |
| All | +363.5% | +232.1% | +131.3% | +134.6% |
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