-22.7%
U vs RMD
+47.4%
-70.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +5.0% | +5.1% |
| 7D | +2.6% | +2.1% | +0.5% | +1.4% |
| 30D | +27.6% | +2.1% | +25.5% | +25.6% |
| 3M | +15.3% | +6.2% | +9.1% | +10.7% |
| 6M | +96.4% | +19.4% | +77.0% | +73.9% |
| YTD | +19.6% | +0.5% | +19.0% | +16.7% |
| 1Y | +42.1% | -3.9% | +46.1% | +42.3% |
| 3Y | +87.5% | +72.5% | +15.0% | +14.9% |
| 5Y | -73.1% | -1.5% | -71.6% | -75.3% |
| All | -22.7% | +47.4% | -70.1% | -45.3% |
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