+1,107.4%
DIA vs RMD
+15,544.3%
-14,436.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +1.4% | +2.5% | -1.1% | +0.8% |
| 3M | -2.7% | +11.5% | -14.2% | -4.9% |
| 6M | +6.2% | +14.7% | -8.5% | +2.9% |
| YTD | +10.1% | -1.3% | +11.4% | +9.6% |
| 1Y | +13.0% | -5.3% | +18.3% | +13.3% |
| 3Y | +61.9% | +68.8% | -6.9% | +42.8% |
| 5Y | +57.1% | -5.9% | +62.9% | +52.8% |
| 10Y | +240.9% | +348.7% | -107.8% | +146.5% |
| All | +1,107.4% | +15,544.3% | -14,436.9% | +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