+353.1%
RMD vs CAPR
-63.2%
+416.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.2% |
| 7D | -0.2% | +19.1% | -19.2% | -0.4% |
| 30D | +1.6% | +48.8% | -47.2% | +1.2% |
| 3M | +6.0% | +144.4% | -138.4% | +4.8% |
| 6M | +17.9% | -67.5% | +85.4% | +18.2% |
| YTD | 0.0% | -64.5% | +64.5% | +0.1% |
| 1Y | -4.5% | +74.4% | -79.0% | -8.2% |
| 3Y | +70.8% | +265.7% | -194.9% | +59.0% |
| 5Y | -2.0% | +196.0% | -198.0% | -9.2% |
| All | +353.1% | -63.2% | +416.3% | +314.5% |
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