+17,177.6%
COR vs RMD
+36,837.6%
-19,660.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -5.0% | +7.8% | +3.6% |
| 30D | +4.5% | +2.2% | +2.3% | +4.1% |
| 3M | +22.7% | +17.8% | +4.8% | +19.2% |
| 6M | -9.7% | -11.3% | +1.6% | -8.3% |
| YTD | -1.4% | -4.4% | +3.0% | -1.2% |
| 1Y | +13.9% | -15.7% | +29.7% | +16.4% |
| 3Y | +94.0% | +47.7% | +46.2% | +77.9% |
| 5Y | +184.0% | -19.2% | +203.2% | +183.9% |
| 10Y | +406.8% | +280.4% | +126.4% | +294.3% |
| All | +17,177.6% | +36,837.6% | -19,660.0% | +8,438.4% |
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 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