-26.3%
U vs RMD
+43.7%
-70.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +24.4% | +3.1% | +21.3% | +22.2% |
| 30D | +7.4% | +1.8% | +5.6% | +5.9% |
| 3M | +16.8% | +6.7% | +10.1% | +11.8% |
| 6M | +78.8% | +13.9% | +64.9% | +62.6% |
| YTD | +14.0% | -2.0% | +16.0% | +12.9% |
| 1Y | +16.7% | -5.4% | +22.1% | +17.8% |
| 3Y | +86.4% | +67.4% | +19.0% | +16.3% |
| 5Y | -71.5% | -5.7% | -65.7% | -73.2% |
| All | -26.3% | +43.7% | -70.0% | -47.1% |
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