+242.0%
COF vs RMD
+274.3%
-32.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -5.1% | -4.4% | -0.7% | -3.8% |
| 30D | -6.0% | -3.1% | -2.9% | -5.1% |
| 3M | +14.8% | +13.8% | +1.1% | +9.8% |
| 6M | +15.3% | -8.6% | +23.9% | +18.1% |
| YTD | -13.0% | -8.6% | -4.4% | -11.1% |
| 1Y | -5.7% | -19.7% | +14.0% | +0.3% |
| 3Y | +118.1% | +48.4% | +69.8% | +83.2% |
| 5Y | +46.2% | -22.7% | +69.0% | +50.8% |
| All | +242.0% | +274.3% | -32.3% | +118.0% |
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 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