+13.5%
U vs RMD
+52.4%
-38.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.6% |
| 7D | +4.5% | -4.5% | +8.9% | +5.9% |
| 30D | -0.6% | +4.6% | -5.2% | -2.1% |
| 3M | +48.4% | +14.8% | +33.7% | +41.2% |
| 6M | +115.4% | -12.1% | +127.4% | +123.3% |
| YTD | -3.2% | -7.5% | +4.3% | -1.3% |
| 1Y | -6.0% | -20.1% | +14.0% | +0.4% |
| 3Y | +13.5% | +53.9% | -40.4% | -4.6% |
| All | +13.5% | +52.4% | -38.9% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling