+165.5%
YUM vs RMD
+274.3%
-108.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -6.1% | -4.4% | -1.6% | -5.1% |
| 30D | -5.8% | -3.1% | -2.7% | -5.2% |
| 3M | -7.6% | +13.8% | -21.4% | -10.6% |
| 6M | -9.1% | -8.6% | -0.6% | -7.8% |
| YTD | -5.5% | -8.6% | +3.1% | -4.3% |
| 1Y | -3.7% | -19.7% | +16.0% | +0.4% |
| 3Y | +17.8% | +48.4% | -30.6% | +2.8% |
| 5Y | +19.3% | -22.7% | +42.0% | +21.3% |
| All | +165.5% | +274.3% | -108.8% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling