+268.2%
RMD vs COO
+43.7%
+224.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.9% |
| 7D | -4.5% | -2.3% | -2.2% | -3.4% |
| 30D | +4.6% | -8.8% | +13.4% | +9.2% |
| 3M | +14.8% | +1.3% | +13.4% | +14.1% |
| 6M | -12.1% | -11.6% | -0.5% | -7.1% |
| YTD | -7.5% | -17.4% | +9.9% | +0.8% |
| 1Y | -20.1% | -1.6% | -18.5% | -20.1% |
| 3Y | +53.9% | -22.6% | +76.5% | +65.6% |
| 5Y | -22.2% | -40.3% | +18.1% | -5.5% |
| 10Y | +268.2% | +45.2% | +223.0% | +189.7% |
| All | +268.2% | +43.7% | +224.5% | +189.7% |
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