+25.7%
COP vs RMD
+57.4%
-31.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -11.5% | +2.3% | -13.9% | -11.6% |
| 30D | +5.0% | +4.1% | +0.8% | +4.7% |
| 3M | +17.5% | +5.7% | +11.8% | +17.0% |
| 6M | +16.2% | +12.9% | +3.3% | +15.4% |
| YTD | +48.8% | -1.5% | +50.3% | +49.1% |
| 1Y | +64.1% | -4.8% | +68.8% | +64.9% |
| 3Y | +25.7% | +57.5% | -31.8% | +22.4% |
| All | +25.7% | +57.4% | -31.8% | +22.4% |
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