-19.3%
RMD vs CAPR
+84.7%
-103.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -5.0% | -2.0% | -3.0% | -5.0% |
| 30D | +2.2% | +139.2% | -137.0% | +1.4% |
| 3M | +17.8% | -66.4% | +84.2% | +18.2% |
| 6M | -11.3% | -63.1% | +51.8% | -11.2% |
| YTD | -4.4% | -67.4% | +63.0% | -4.2% |
| 1Y | -15.7% | +58.2% | -74.0% | -18.9% |
| 3Y | +47.7% | +42.2% | +5.5% | +31.7% |
| All | -19.3% | +84.7% | -103.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling