+21.1%
COP vs RMD
+53.4%
-32.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +3.0% | -5.0% | +8.0% | +3.2% |
| 30D | +17.5% | +2.2% | +15.3% | +17.3% |
| 3M | +13.4% | +17.8% | -4.5% | +12.2% |
| 6M | +17.7% | -11.3% | +29.1% | +19.1% |
| YTD | +46.6% | -4.4% | +51.0% | +47.2% |
| 1Y | +44.6% | -15.7% | +60.3% | +46.7% |
| All | +21.1% | +53.4% | -32.2% | +17.8% |
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 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