+2,594.7%
COP vs RMD
+36,837.6%
-34,243.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | -5.0% | +8.0% | +3.7% |
| 30D | +17.5% | +2.2% | +15.3% | +17.1% |
| 3M | +13.4% | +17.8% | -4.5% | +10.6% |
| 6M | +17.7% | -11.3% | +29.1% | +19.0% |
| YTD | +46.6% | -4.4% | +51.0% | +46.6% |
| 1Y | +44.6% | -15.7% | +60.3% | +47.0% |
| 3Y | +20.7% | +47.7% | -27.0% | +12.2% |
| 5Y | +185.0% | -19.2% | +204.3% | +184.3% |
| 10Y | +347.0% | +280.4% | +66.6% | +263.8% |
| All | +2,594.7% | +36,837.6% | -34,243.0% | +1,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling