+1,168.2%
STM vs RMD
+38,033.0%
-36,864.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -5.6% | +1.2% | -6.8% | -6.1% |
| 30D | -14.4% | +2.5% | -16.9% | -15.4% |
| 3M | -20.5% | +11.5% | -32.0% | -23.7% |
| 6M | -24.5% | +14.7% | -39.2% | -29.2% |
| YTD | +72.7% | -1.3% | +74.0% | +69.6% |
| 1Y | +91.0% | -5.3% | +96.3% | +90.1% |
| 3Y | +13.5% | +68.8% | -55.2% | -7.7% |
| 5Y | -9.2% | -5.9% | -3.3% | -12.4% |
| 10Y | +422.5% | +348.7% | +73.9% | +215.4% |
| All | +1,168.2% | +38,033.0% | -36,864.8% | +231.9% |
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