+90.5%
COR vs RMD
+53.4%
+37.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -5.0% | +7.8% | +3.2% |
| 30D | +4.5% | +2.2% | +2.3% | +4.3% |
| 3M | +22.7% | +17.8% | +4.8% | +20.7% |
| 6M | -9.7% | -11.3% | +1.6% | -9.3% |
| YTD | -1.4% | -4.4% | +3.0% | -1.4% |
| 1Y | +13.9% | -15.7% | +29.7% | +14.7% |
| All | +90.5% | +53.4% | +37.1% | +91.4% |
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