+2,806.8%
SO vs RMD
+37,961.8%
-35,155.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | +8.1% | +4.1% | +4.0% | +7.7% |
| 3M | +0.2% | +5.7% | -5.5% | -0.4% |
| 6M | +0.4% | +12.9% | -12.5% | -0.8% |
| YTD | +8.5% | -1.5% | +10.0% | +8.2% |
| 1Y | +4.9% | -4.8% | +9.7% | +4.9% |
| 3Y | +47.9% | +57.5% | -9.6% | +41.0% |
| 5Y | +75.7% | -5.5% | +81.2% | +73.3% |
| 10Y | +178.0% | +357.8% | -179.8% | +148.5% |
| All | +2,806.8% | +37,961.8% | -35,155.0% | +2,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling