+27.3%
RMD vs COMP
-49.2%
+76.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.4% |
| 7D | +1.2% | +14.5% | -13.3% | -0.4% |
| 30D | +2.5% | +14.9% | -12.4% | +0.8% |
| 3M | +11.5% | -14.2% | +25.8% | +12.9% |
| 6M | +14.7% | +23.7% | -9.1% | +11.3% |
| YTD | -1.3% | +2.1% | -3.4% | -3.2% |
| 1Y | -5.3% | +26.2% | -31.5% | -9.3% |
| 3Y | +68.8% | +470.9% | -402.1% | +32.6% |
| 5Y | -5.9% | -14.0% | +8.2% | -19.5% |
| All | +27.3% | -49.2% | +76.5% | +6.7% |
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