+0.1%
CARR vs RMD
+50.8%
-50.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.1% | -4.2% | +0.1% | -3.1% |
| 30D | -11.0% | -2.1% | -8.9% | -10.6% |
| 3M | -16.4% | +13.8% | -30.1% | -19.6% |
| 6M | -2.4% | -10.6% | +8.3% | +0.2% |
| YTD | +8.4% | -8.1% | +16.5% | +10.3% |
| 1Y | -8.0% | -18.0% | +10.0% | -3.6% |
| All | +0.1% | +50.8% | -50.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling