-99.9%
DFNS vs RMD
+17.7%
-117.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -16.0% | -5.0% | -11.0% | -15.0% |
| 30D | -77.7% | +2.2% | -79.9% | -77.8% |
| 3M | -77.2% | +17.8% | -95.0% | -77.7% |
| 6M | -95.2% | -11.3% | -83.8% | -95.3% |
| YTD | -98.0% | -4.4% | -93.5% | -98.0% |
| 1Y | -98.3% | -15.7% | -82.5% | -98.3% |
| 3Y | -99.9% | +47.7% | -147.6% | -99.9% |
| 5Y | -99.9% | -19.2% | -80.6% | -99.9% |
| All | -99.9% | +17.7% | -117.5% | -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 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