+533.2%
XYZ vs RMD
+345.5%
+187.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -5.0% | +4.0% | +2.2% |
| 30D | -1.7% | +2.2% | -3.9% | -3.2% |
| 3M | +16.7% | +17.8% | -1.1% | +4.6% |
| 6M | +26.9% | -11.3% | +38.2% | +34.9% |
| YTD | +27.1% | -4.4% | +31.6% | +28.8% |
| 1Y | +9.3% | -15.7% | +25.0% | +19.4% |
| 3Y | +42.3% | +47.7% | -5.5% | +0.8% |
| 5Y | -69.3% | -19.2% | -50.1% | -67.2% |
| 10Y | +586.8% | +280.4% | +306.4% | +277.0% |
| All | +533.2% | +345.5% | +187.7% | +231.7% |
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