+100.2%
UAL vs RMD
+360.8%
-260.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +10.2% | +1.2% | +9.0% | +9.9% |
| 30D | +12.0% | +2.5% | +9.5% | +11.1% |
| 3M | -7.1% | +11.5% | -18.6% | -10.3% |
| 6M | +20.9% | +14.7% | +6.2% | +15.2% |
| YTD | +7.7% | -1.3% | +9.0% | +7.2% |
| 1Y | +23.6% | -5.3% | +28.8% | +24.5% |
| 3Y | +222.6% | +68.8% | +153.8% | +167.9% |
| 5Y | +127.9% | -5.9% | +133.8% | +120.6% |
| 10Y | +100.2% | +348.7% | -248.5% | +32.7% |
| All | +100.2% | +360.8% | -260.6% | +32.7% |
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