+59.8%
SO vs RMD
-19.3%
+79.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -5.0% | +4.8% | +0.4% |
| 30D | -4.6% | +2.2% | -6.8% | -4.9% |
| 3M | -3.0% | +17.8% | -20.9% | -5.0% |
| 6M | -8.3% | -11.3% | +3.1% | -7.3% |
| YTD | +3.5% | -4.4% | +8.0% | +3.5% |
| 1Y | -0.9% | -15.7% | +14.8% | +0.5% |
| 3Y | +45.4% | +47.7% | -2.4% | +35.8% |
| All | +59.8% | -19.3% | +79.1% | +57.4% |
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 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