-4.4%
RMD vs COMP
-10.9%
+6.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.0% |
| 30D | +2.1% | +16.6% | -14.5% | +0.1% |
| 3M | +6.2% | -23.5% | +29.8% | +9.0% |
| 6M | +19.4% | +25.7% | -6.4% | +15.5% |
| YTD | +0.5% | -3.4% | +3.9% | -0.9% |
| 1Y | -3.9% | +7.6% | -11.5% | -6.6% |
| 3Y | +72.5% | +423.6% | -351.0% | +34.5% |
| All | -4.4% | -10.9% | +6.6% | -12.2% |
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