-4.7%
RMD vs CAPR
+64.2%
-68.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.3% | +0.2% |
| 7D | +1.2% | +36.0% | -34.8% | +1.2% |
| 30D | +2.5% | +25.8% | -23.3% | +2.5% |
| 3M | +11.5% | +140.8% | -129.3% | +11.6% |
| 6M | +14.7% | -67.6% | +82.3% | +14.7% |
| YTD | -1.3% | -65.9% | +64.5% | -1.3% |
| All | -4.7% | +64.2% | -68.9% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling