+461.8%
STM vs RMD
+344.9%
+116.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +16.3% | -0.2% | +16.5% | +16.4% |
| 30D | -6.3% | +1.6% | -7.9% | -7.3% |
| 3M | -14.1% | +6.0% | -20.1% | -17.1% |
| 6M | -19.6% | +17.9% | -37.5% | -27.3% |
| YTD | +80.1% | 0.0% | +80.1% | +75.1% |
| 1Y | +95.4% | -4.5% | +99.9% | +94.0% |
| 3Y | +14.7% | +70.8% | -56.1% | -17.6% |
| 5Y | -5.4% | -2.0% | -3.3% | -12.1% |
| All | +461.8% | +344.9% | +116.9% | +193.1% |
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