+41,132.7%
RMD vs COO
+9,413.6%
+31,719.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -5.0% | -2.2% | -2.8% | -4.5% |
| 30D | +2.2% | -7.0% | +9.2% | +4.1% |
| 3M | +17.8% | +12.2% | +5.6% | +14.5% |
| 6M | -11.3% | -15.1% | +3.8% | -7.7% |
| YTD | -4.4% | -15.1% | +10.7% | -0.6% |
| 1Y | -15.7% | +2.3% | -18.1% | -16.4% |
| 3Y | +47.7% | -23.7% | +71.4% | +55.2% |
| 5Y | -19.2% | -38.9% | +19.7% | -10.9% |
| 10Y | +280.4% | +49.9% | +230.5% | +244.4% |
| All | +41,132.7% | +9,413.6% | +31,719.1% | +21,441.9% |
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