-78.0%
SE vs RMD
-5.3%
-72.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | +2.0% | +2.3% | -0.3% | +0.9% |
| 30D | -20.0% | +4.1% | -24.1% | -21.9% |
| 3M | -31.8% | +5.7% | -37.5% | -34.1% |
| 6M | -15.9% | +12.9% | -28.8% | -21.9% |
| YTD | -40.6% | -1.5% | -39.1% | -41.3% |
| 1Y | -50.7% | -4.8% | -45.9% | -50.5% |
| 3Y | +70.3% | +57.5% | +12.8% | +11.8% |
| All | -78.0% | -5.3% | -72.7% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling