-5.9%
RMD vs COMP
-13.7%
+7.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.5% |
| 7D | +1.2% | +14.5% | -13.3% | -0.5% |
| 30D | +2.5% | +14.9% | -12.4% | +0.7% |
| 3M | +11.5% | -14.2% | +25.8% | +13.0% |
| 6M | +14.7% | +23.7% | -9.1% | +11.1% |
| YTD | -1.3% | +2.1% | -3.4% | -3.3% |
| 1Y | -5.3% | +26.2% | -31.5% | -9.5% |
| 3Y | +68.8% | +470.9% | -402.1% | +30.2% |
| 5Y | -5.9% | -14.0% | +8.2% | -12.1% |
| All | -5.9% | -13.7% | +7.8% | -12.1% |
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 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