+68.4%
T vs RMD
+269.7%
-201.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | -4.7% | +1.6% | -2.3% |
| 30D | +4.6% | +0.2% | +4.3% | +4.5% |
| 3M | +12.2% | +12.0% | +0.2% | +9.9% |
| 6M | -6.5% | -12.5% | +6.1% | -4.7% |
| YTD | +4.9% | -7.9% | +12.8% | +5.7% |
| 1Y | -10.5% | -20.4% | +9.9% | -7.6% |
| 3Y | +104.6% | +53.1% | +51.5% | +83.1% |
| 5Y | +64.2% | -22.1% | +86.3% | +66.1% |
| 10Y | +68.4% | +275.4% | -207.0% | +34.7% |
| All | +68.4% | +269.7% | -201.3% | +34.7% |
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 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