+348.7%
RMD vs CP
+261.0%
+87.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | +2.5% | +11.3% | -8.9% | -2.2% |
| 3M | +11.5% | +2.9% | +8.7% | +10.0% |
| 6M | +14.7% | +9.8% | +4.9% | +9.8% |
| YTD | -1.3% | +28.5% | -29.9% | -12.2% |
| 1Y | -5.3% | +33.5% | -38.8% | -17.2% |
| 3Y | +68.8% | +31.9% | +36.8% | +44.8% |
| 5Y | -5.9% | +25.5% | -31.4% | -18.6% |
| 10Y | +348.7% | +257.6% | +91.1% | +150.8% |
| All | +348.7% | +261.0% | +87.7% | +150.8% |
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