+1,087.9%
STM vs RMD
+37,961.8%
-36,873.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.9% |
| 7D | -10.7% | +2.3% | -13.1% | -11.6% |
| 30D | -25.7% | +4.1% | -29.9% | -26.9% |
| 3M | -21.6% | +5.7% | -27.3% | -23.6% |
| 6M | -27.8% | +12.9% | -40.7% | -31.9% |
| YTD | +61.8% | -1.5% | +63.3% | +59.0% |
| 1Y | +78.1% | -4.8% | +82.8% | +76.9% |
| 3Y | +4.9% | +57.5% | -52.6% | -12.9% |
| 5Y | -14.3% | -5.5% | -8.8% | -17.3% |
| 10Y | +414.1% | +357.8% | +56.3% | +208.6% |
| All | +1,087.9% | +37,961.8% | -36,873.9% | +211.0% |
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