+421.5%
CARR vs RMD
+60.4%
+361.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -3.8% | -4.4% | +0.6% | -2.6% |
| 30D | -8.9% | -3.1% | -5.8% | -8.2% |
| 3M | -17.3% | +13.8% | -31.1% | -20.8% |
| 6M | -1.4% | -8.6% | +7.2% | +0.5% |
| YTD | +10.0% | -8.6% | +18.6% | +12.0% |
| 1Y | -6.4% | -19.7% | +13.3% | -1.2% |
| 3Y | +1.5% | +48.4% | -46.8% | -12.5% |
| 5Y | +9.3% | -22.7% | +32.0% | +8.7% |
| All | +421.5% | +60.4% | +361.1% | +371.8% |
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