-63.9%
XYZ vs RMD
-5.3%
-58.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.9% |
| 7D | +12.1% | +2.3% | +9.8% | +10.7% |
| 30D | +12.4% | +4.1% | +8.2% | +9.1% |
| 3M | +8.2% | +5.7% | +2.5% | +3.5% |
| 6M | +20.7% | +12.9% | +7.8% | +8.9% |
| YTD | +31.3% | -1.5% | +32.8% | +30.3% |
| 1Y | +20.5% | -4.8% | +25.3% | +22.1% |
| 3Y | +72.6% | +57.5% | +15.1% | +0.8% |
| All | -63.9% | -5.3% | -58.6% | -64.0% |
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 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