+57.5%
RMD vs CAPR
+214.7%
-157.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.3% | -1.7% |
| 7D | +2.3% | +41.1% | -38.7% | +2.2% |
| 30D | +4.1% | +11.1% | -7.0% | +4.1% |
| 3M | +5.7% | +115.3% | -109.6% | +5.4% |
| 6M | +12.9% | -73.8% | +86.7% | +13.1% |
| YTD | -1.5% | -68.8% | +67.3% | -1.4% |
| 1Y | -4.8% | +43.3% | -48.1% | -6.1% |
| 3Y | +57.5% | +214.7% | -157.2% | +27.4% |
| All | +57.5% | +214.7% | -157.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling