-100.0%
DFNS vs RMD
+21.2%
-121.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.6% | -11.9% |
| 7D | -44.0% | +2.3% | -46.3% | -44.4% |
| 30D | -69.1% | +4.1% | -73.2% | -69.4% |
| 3M | -95.6% | +5.7% | -101.3% | -95.7% |
| 6M | -96.2% | +12.9% | -109.1% | -96.3% |
| YTD | -99.6% | -1.5% | -98.1% | -99.6% |
| 1Y | -99.7% | -4.8% | -95.0% | -99.8% |
| 3Y | -100.0% | +57.5% | -157.5% | -100.0% |
| 5Y | -100.0% | -5.5% | -94.5% | -100.0% |
| All | -100.0% | +21.2% | -121.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling