+82.5%
SPY vs RMD
-22.5%
+105.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.2% |
| 7D | +0.5% | -4.5% | +5.0% | +1.6% |
| 30D | -0.9% | +4.6% | -5.5% | -2.1% |
| 3M | +3.9% | +14.8% | -10.9% | +0.1% |
| 6M | +14.5% | -12.1% | +26.6% | +17.6% |
| YTD | +12.9% | -7.5% | +20.4% | +14.2% |
| 1Y | +19.4% | -20.1% | +39.4% | +25.1% |
| 3Y | +78.5% | +53.9% | +24.6% | +51.8% |
| All | +82.5% | -22.5% | +105.1% | +82.9% |
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 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