+42,387.6%
RMD vs COO
+8,425.2%
+33,962.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +2.3% | +4.7% | -2.4% | +1.2% |
| 30D | +4.1% | +13.9% | -9.8% | +0.9% |
| 3M | +5.7% | -14.9% | +20.7% | +9.5% |
| 6M | +12.9% | +2.0% | +10.9% | +11.8% |
| YTD | -1.5% | -23.9% | +22.4% | +4.8% |
| 1Y | -4.8% | -9.6% | +4.9% | -2.9% |
| 3Y | +57.5% | -25.4% | +82.9% | +65.8% |
| 5Y | -5.5% | -41.2% | +35.7% | +4.9% |
| 10Y | +357.8% | +42.1% | +315.7% | +319.3% |
| All | +42,387.6% | +8,425.2% | +33,962.5% | +22,609.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling