+41.2%
USB vs RMD
-19.3%
+60.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | -5.0% | +6.4% | +2.6% |
| 30D | -1.3% | +2.2% | -3.5% | -2.0% |
| 3M | +15.2% | +17.8% | -2.6% | +10.4% |
| 6M | +18.8% | -11.3% | +30.2% | +21.6% |
| YTD | +21.0% | -4.4% | +25.4% | +21.5% |
| 1Y | +34.0% | -15.7% | +49.7% | +38.5% |
| 3Y | +95.3% | +47.7% | +47.6% | +71.6% |
| All | +41.2% | -19.3% | +60.5% | +35.3% |
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 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