+348.7%
RMD vs CAPR
-64.9%
+413.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.3% | +0.1% |
| 7D | +1.2% | +36.0% | -34.8% | +0.9% |
| 30D | +2.5% | +25.8% | -23.3% | +2.2% |
| 3M | +11.5% | +140.8% | -129.3% | +10.4% |
| 6M | +14.7% | -67.6% | +82.3% | +15.0% |
| YTD | -1.3% | -65.9% | +64.5% | -1.2% |
| 1Y | -5.3% | +66.1% | -71.4% | -8.8% |
| 3Y | +68.8% | +256.9% | -188.1% | +57.3% |
| 5Y | -5.9% | +172.1% | -178.0% | -12.5% |
| 10Y | +348.7% | -64.7% | +413.4% | +310.0% |
| All | +348.7% | -64.9% | +413.6% | +310.0% |
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