+68.1%
COST vs RMD
+51.0%
+17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.8% | -4.7% | +1.9% | -2.1% |
| 30D | -5.3% | +0.2% | -5.5% | -5.3% |
| 3M | -6.7% | +12.0% | -18.7% | -8.4% |
| 6M | -9.9% | -12.5% | +2.6% | -8.7% |
| YTD | +5.1% | -7.9% | +13.1% | +5.7% |
| 1Y | -7.3% | -20.4% | +13.1% | -4.9% |
| All | +68.1% | +51.0% | +17.1% | +56.2% |
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