+107.5%
UL vs RMD
+346.1%
-238.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +5.7% | +1.9% | +3.7% | +5.1% |
| 3M | +7.0% | +6.3% | +0.7% | +5.4% |
| 6M | +16.1% | +18.2% | -2.2% | +11.7% |
| YTD | +3.6% | +0.3% | +3.3% | +2.7% |
| 1Y | -1.4% | -4.3% | +2.9% | -1.3% |
| 3Y | +34.1% | +71.3% | -37.2% | +15.8% |
| 5Y | +32.0% | -1.8% | +33.8% | +27.3% |
| All | +107.5% | +346.1% | -238.6% | +48.0% |
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