+2,502.1%
SOXX vs RMD
+1,949.2%
+552.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +3.0% | -4.2% | +7.2% | +4.8% |
| 30D | -3.1% | -2.1% | -1.1% | -2.6% |
| 3M | -4.4% | +13.8% | -18.2% | -10.9% |
| 6M | +52.9% | -10.6% | +63.5% | +56.9% |
| YTD | +72.0% | -8.1% | +80.1% | +73.7% |
| 1Y | +105.1% | -18.0% | +123.1% | +117.0% |
| 3Y | +220.6% | +52.9% | +167.7% | +150.1% |
| 5Y | +244.8% | -22.3% | +267.1% | +253.9% |
| 10Y | +1,537.1% | +274.8% | +1,262.4% | +733.1% |
| All | +2,502.1% | +1,949.2% | +552.9% | +380.9% |
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