+1,020.7%
RMD vs CAPR
-99.1%
+1,119.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +17.8% | -66.4% | +84.2% | +18.3% |
| 6M | -11.3% | -63.1% | +51.8% | -11.1% |
| YTD | -4.4% | -67.4% | +63.0% | -4.2% |
| 1Y | -15.7% | +58.2% | -74.0% | -18.8% |
| 3Y | +47.7% | +42.2% | +5.5% | +40.4% |
| 5Y | -19.2% | +87.3% | -106.5% | -23.9% |
| 10Y | +280.4% | -75.3% | +355.7% | +249.2% |
| All | +1,020.7% | -99.1% | +1,119.7% | +890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling