+657.6%
STM vs RMD
+265.7%
+391.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | +5.2% | -4.5% | +9.7% | +7.2% |
| 30D | -7.4% | +4.6% | -12.0% | -9.5% |
| 3M | -30.6% | +14.8% | -45.4% | -35.9% |
| 6M | +66.4% | -12.1% | +78.5% | +72.8% |
| YTD | +101.1% | -7.5% | +108.6% | +103.6% |
| 1Y | +97.4% | -20.1% | +117.4% | +114.0% |
| 3Y | +21.1% | +53.9% | -32.7% | -8.6% |
| 5Y | +22.5% | -22.2% | +44.7% | +27.8% |
| 10Y | +657.6% | +268.2% | +389.4% | +339.6% |
| All | +657.6% | +265.7% | +391.9% | +339.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling