+348.7%
RMD vs COO
+40.7%
+308.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.0% |
| 7D | +1.2% | +4.3% | -3.1% | -0.7% |
| 30D | +2.5% | +17.6% | -15.1% | -4.8% |
| 3M | +11.5% | -13.9% | +25.4% | +18.4% |
| 6M | +14.7% | +6.6% | +8.1% | +10.0% |
| YTD | -1.3% | -22.0% | +20.7% | +9.3% |
| 1Y | -5.3% | -8.8% | +3.5% | -2.6% |
| 3Y | +68.8% | -21.5% | +90.2% | +77.8% |
| 5Y | -5.9% | -41.0% | +35.1% | +13.6% |
| 10Y | +348.7% | +40.9% | +307.8% | +268.6% |
| All | +348.7% | +40.7% | +308.0% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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