+268.2%
RMD vs CAPR
-77.1%
+345.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.2% |
| 7D | -4.5% | -9.5% | +5.0% | -4.4% |
| 30D | +4.6% | +121.5% | -116.9% | +3.6% |
| 3M | +14.8% | -65.4% | +80.1% | +15.2% |
| 6M | -12.1% | -67.5% | +55.5% | -11.8% |
| YTD | -7.5% | -68.6% | +61.1% | -7.2% |
| 1Y | -20.1% | +42.7% | -62.7% | -23.0% |
| 3Y | +53.9% | +43.4% | +10.5% | +45.0% |
| 5Y | -22.2% | +86.0% | -108.2% | -27.5% |
| 10Y | +268.2% | -77.4% | +345.6% | +246.3% |
| All | +268.2% | -77.1% | +345.4% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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