-99.9%
DFNS vs RMD
-21.0%
-78.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +0.8% | -4.5% | +5.2% | +2.0% |
| 30D | -73.2% | +4.6% | -77.8% | -73.5% |
| 3M | -72.4% | +14.8% | -87.2% | -73.0% |
| 6M | -95.2% | -12.1% | -83.1% | -95.4% |
| YTD | -98.0% | -7.5% | -90.5% | -98.0% |
| 1Y | -98.3% | -20.1% | -78.2% | -98.3% |
| 3Y | -99.9% | +53.9% | -153.8% | -99.9% |
| 5Y | -99.9% | -22.2% | -77.7% | -99.9% |
| All | -99.9% | -21.0% | -78.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling