-4.7%
RMD vs COMP
+8.9%
-13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | +1.7% | +16.3% | -14.7% | -0.4% |
| 3M | +6.4% | -19.1% | +25.5% | +8.5% |
| 6M | +20.7% | +17.1% | +3.6% | +18.4% |
| YTD | -0.2% | -2.9% | +2.8% | +0.5% |
| All | -4.7% | +8.9% | -13.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling