+340.2%
COP vs RMD
+269.7%
+70.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -4.7% | +4.2% | +0.5% |
| 30D | +11.7% | +0.2% | +11.5% | +11.5% |
| 3M | +17.7% | +12.0% | +5.7% | +14.3% |
| 6M | +18.3% | -12.5% | +30.8% | +20.9% |
| YTD | +49.1% | -7.9% | +57.0% | +50.4% |
| 1Y | +53.3% | -20.4% | +73.7% | +59.6% |
| 3Y | +22.2% | +53.1% | -31.0% | +5.3% |
| 5Y | +193.3% | -22.1% | +215.4% | +198.0% |
| 10Y | +340.2% | +275.4% | +64.8% | +224.8% |
| All | +340.2% | +269.7% | +70.5% | +224.8% |
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