+352.4%
RMD vs CP
+255.9%
+96.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +1.7% | +9.6% | -8.0% | -2.3% |
| 3M | +6.4% | +2.2% | +4.2% | +5.2% |
| 6M | +20.7% | +11.1% | +9.6% | +15.0% |
| YTD | -0.2% | +28.2% | -28.3% | -11.1% |
| 1Y | -4.5% | +32.2% | -36.7% | -16.1% |
| 3Y | +70.5% | +35.5% | +35.0% | +44.5% |
| 5Y | -1.6% | +26.8% | -28.4% | -15.3% |
| All | +352.4% | +255.9% | +96.5% | +155.2% |
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