+1,110.0%
DIA vs RMD
+15,729.5%
-14,619.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +1.3% | +1.7% | -0.4% | +0.9% |
| 3M | -2.1% | +6.4% | -8.5% | -3.4% |
| 6M | +6.2% | +20.7% | -14.5% | +1.9% |
| YTD | +10.3% | -0.2% | +10.5% | +9.6% |
| 1Y | +11.0% | -4.5% | +15.5% | +11.1% |
| 3Y | +60.4% | +70.5% | -10.2% | +41.2% |
| 5Y | +59.1% | -1.6% | +60.7% | +53.4% |
| 10Y | +237.1% | +342.7% | -105.6% | +144.2% |
| All | +1,110.0% | +15,729.5% | -14,619.5% | +407.1% |
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