-4.5%
DASH vs RMD
+16.7%
-21.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.8% | +1.2% | -6.0% | -5.2% |
| 30D | -7.9% | +2.5% | -10.4% | -9.1% |
| 3M | -16.3% | +11.5% | -27.9% | -20.5% |
| 6M | +10.4% | +14.7% | -4.3% | +3.0% |
| YTD | -20.1% | -1.3% | -18.8% | -20.6% |
| 1Y | -11.4% | -5.3% | -6.2% | -10.7% |
| 3Y | +114.1% | +68.8% | +45.3% | +48.7% |
| 5Y | -5.8% | -5.9% | +0.1% | -13.8% |
| All | -4.5% | +16.7% | -21.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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