+407.4%
COR vs RMD
+269.7%
+137.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | -4.7% | +0.9% | -2.8% |
| 30D | -0.3% | +0.2% | -0.6% | -0.5% |
| 3M | +15.9% | +12.0% | +3.9% | +12.3% |
| 6M | -10.3% | -12.5% | +2.3% | -7.9% |
| YTD | -3.7% | -7.9% | +4.2% | -2.5% |
| 1Y | +9.1% | -20.4% | +29.5% | +14.2% |
| 3Y | +86.6% | +53.1% | +33.4% | +59.1% |
| 5Y | +180.9% | -22.1% | +203.1% | +187.8% |
| 10Y | +407.4% | +275.4% | +132.0% | +244.3% |
| All | +407.4% | +269.7% | +137.7% | +244.3% |
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