+52.5%
SOXX vs RMD
-1.9%
+54.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.9% | -9.1% | -2.1% |
| 7D | -13.7% | -3.9% | -9.8% | -14.0% |
| 30D | -23.6% | +7.9% | -31.5% | -21.7% |
| 3M | -16.9% | +8.1% | -25.0% | -14.5% |
| 6M | -2.4% | +15.5% | -17.9% | +4.4% |
| YTD | +49.8% | +0.7% | +49.2% | +65.1% |
| 1Y | +52.5% | -1.4% | +53.9% | +68.3% |
| All | +52.5% | -1.9% | +54.4% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling