+22.6%
UL vs RMD
-22.5%
+45.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -1.3% | -4.5% | +3.2% | -0.6% |
| 30D | +0.9% | +4.6% | -3.7% | +0.2% |
| 3M | +14.2% | +14.8% | -0.5% | +11.6% |
| 6M | -3.2% | -12.1% | +8.9% | -1.7% |
| YTD | -0.3% | -7.5% | +7.1% | +0.3% |
| 1Y | -8.8% | -20.1% | +11.3% | -6.3% |
| 3Y | +23.9% | +53.9% | -30.0% | +12.4% |
| All | +22.6% | -22.5% | +45.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling