-19.3%
RMD vs COMP
-31.2%
+11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -5.0% | +1.4% | -6.4% | -5.1% |
| 30D | +2.2% | -13.3% | +15.5% | +3.8% |
| 3M | +17.8% | +41.1% | -23.3% | +13.2% |
| 6M | -11.3% | +17.2% | -28.5% | -13.9% |
| YTD | -4.4% | +5.2% | -9.6% | -6.4% |
| 1Y | -15.7% | +18.9% | -34.7% | -19.0% |
| 3Y | +47.7% | +215.9% | -168.2% | +21.6% |
| All | -19.3% | -31.2% | +11.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling