+17,313.9%
COR vs RMD
+37,961.8%
-20,648.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +5.1% | +4.1% | +1.0% | +4.4% |
| 3M | +2.8% | +5.7% | -2.9% | +1.7% |
| 6M | +32.5% | +12.9% | +19.6% | +29.5% |
| YTD | -0.7% | -1.5% | +0.9% | -1.0% |
| 1Y | -6.7% | -4.8% | -1.9% | -6.5% |
| 3Y | +73.7% | +57.5% | +16.2% | +57.9% |
| 5Y | +177.9% | -5.5% | +183.4% | +170.6% |
| 10Y | +533.8% | +357.8% | +176.0% | +380.0% |
| All | +17,313.9% | +37,961.8% | -20,648.0% | +8,455.7% |
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