+271.5%
RMD vs CHD
+126.1%
+145.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.4% | -4.5% | +0.1% | -2.7% |
| 30D | -3.1% | -6.7% | +3.6% | -0.6% |
| 3M | +13.8% | -2.7% | +16.5% | +15.0% |
| 6M | -8.6% | -4.9% | -3.6% | -6.9% |
| YTD | -8.6% | +13.3% | -22.0% | -13.1% |
| 1Y | -19.7% | +1.0% | -20.7% | -20.4% |
| 3Y | +48.4% | +1.3% | +47.0% | +44.4% |
| 5Y | -22.7% | +20.8% | -43.6% | -31.6% |
| All | +271.5% | +126.1% | +145.4% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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