+1,388.2%
UL vs RMD
+38,484.3%
-37,096.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +4.5% | +1.7% | +2.8% | +4.2% |
| 3M | +5.5% | +6.4% | -0.9% | +4.5% |
| 6M | +17.0% | +20.7% | -3.7% | +13.9% |
| YTD | +3.2% | -0.2% | +3.3% | +2.8% |
| 1Y | -1.9% | -4.5% | +2.6% | -1.7% |
| 3Y | +33.6% | +70.5% | -37.0% | +22.6% |
| 5Y | +31.5% | -1.6% | +33.1% | +28.3% |
| 10Y | +103.9% | +342.7% | -238.7% | +63.5% |
| All | +1,388.2% | +38,484.3% | -37,096.1% | +792.4% |
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