+355.6%
RMD vs CP
+257.3%
+98.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +2.1% | +2.1% | -0.1% | +1.1% |
| 30D | +2.1% | +9.3% | -7.2% | -1.8% |
| 3M | +6.2% | +0.5% | +5.8% | +5.9% |
| 6M | +19.4% | +10.4% | +9.0% | +14.0% |
| YTD | +0.5% | +28.7% | -28.2% | -10.6% |
| 1Y | -3.9% | +33.2% | -37.1% | -15.9% |
| 3Y | +72.5% | +38.4% | +34.1% | +44.8% |
| 5Y | -1.5% | +26.2% | -27.7% | -15.0% |
| All | +355.6% | +257.3% | +98.3% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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