+1,384.8%
STM vs RMD
+36,837.6%
-35,452.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +5.8% | -5.0% | +10.8% | +7.5% |
| 30D | -1.0% | +2.2% | -3.2% | -2.1% |
| 3M | -33.3% | +17.8% | -51.1% | -37.4% |
| 6M | +57.4% | -11.3% | +68.7% | +60.9% |
| YTD | +102.2% | -4.4% | +106.6% | +101.7% |
| 1Y | +99.6% | -15.7% | +115.3% | +107.3% |
| 3Y | +14.5% | +47.7% | -33.2% | -2.7% |
| 5Y | +21.4% | -19.2% | +40.6% | +23.4% |
| 10Y | +695.0% | +280.4% | +414.6% | +405.6% |
| All | +1,384.8% | +36,837.6% | -35,452.8% | +294.7% |
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