+26.4%
RMD vs COMP
-53.0%
+79.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.1% |
| 7D | +3.1% | +7.2% | -4.1% | +2.2% |
| 30D | +1.8% | +6.4% | -4.6% | +0.9% |
| 3M | +6.7% | -19.4% | +26.1% | +8.7% |
| 6M | +13.9% | +14.6% | -0.7% | +11.4% |
| YTD | -2.0% | -5.5% | +3.5% | -3.1% |
| 1Y | -5.4% | +13.7% | -19.1% | -8.4% |
| 3Y | +67.4% | +409.7% | -342.3% | +33.1% |
| 5Y | -5.7% | -17.0% | +11.3% | -18.7% |
| All | +26.4% | -53.0% | +79.4% | +6.8% |
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