-39.0%
U vs RMD
+40.1%
-79.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.8% | -5.0% | +1.2% | -1.0% |
| 30D | +17.5% | +2.2% | +15.2% | +15.5% |
| 3M | +38.7% | +17.8% | +20.9% | +25.0% |
| 6M | +104.4% | -11.3% | +115.8% | +116.6% |
| YTD | -5.7% | -4.4% | -1.3% | -4.7% |
| 1Y | +3.7% | -15.7% | +19.4% | +12.6% |
| 3Y | +12.3% | +47.7% | -35.4% | -23.4% |
| 5Y | -68.8% | -19.2% | -49.6% | -68.6% |
| All | -39.0% | +40.1% | -79.2% | -55.3% |
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 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