+29.4%
RMD vs COMP
-52.8%
+82.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.7% |
| 7D | +0.1% | +8.9% | -8.8% | -0.9% |
| 30D | +1.9% | +14.0% | -12.0% | +0.3% |
| 3M | +6.3% | -21.1% | +27.4% | +8.6% |
| 6M | +18.2% | +20.1% | -1.9% | +15.1% |
| YTD | +0.3% | -5.0% | +5.3% | -0.9% |
| 1Y | -4.3% | +5.7% | -9.9% | -6.6% |
| 3Y | +71.3% | +412.2% | -341.0% | +36.1% |
| 5Y | -1.8% | -12.1% | +10.3% | -15.3% |
| All | +29.4% | -52.8% | +82.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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