+226.8%
SOXX vs RMD
+49.9%
+176.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.4% | -4.4% | +5.8% | +2.3% |
| 30D | -3.6% | -3.1% | -0.4% | -3.0% |
| 3M | -10.2% | +13.8% | -23.9% | -13.7% |
| 6M | +54.2% | -8.6% | +62.8% | +58.2% |
| YTD | +75.2% | -8.6% | +83.9% | +79.0% |
| 1Y | +107.5% | -19.7% | +127.2% | +120.9% |
| 3Y | +226.8% | +48.4% | +178.4% | +198.8% |
| All | +226.8% | +49.9% | +176.9% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling