+189.5%
DLR vs RMD
+349.2%
-159.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +0.5% | +1.7% | -1.1% | -0.1% |
| 3M | -4.4% | +6.4% | -10.8% | -6.4% |
| 6M | -6.4% | +20.7% | -27.2% | -12.1% |
| YTD | +19.5% | -0.2% | +19.6% | +17.8% |
| 1Y | +10.5% | -4.5% | +15.0% | +10.4% |
| 3Y | +54.0% | +70.5% | -16.5% | +26.8% |
| 5Y | +39.7% | -1.6% | +41.3% | +32.8% |
| 10Y | +189.5% | +342.7% | -153.2% | +94.1% |
| All | +189.5% | +349.2% | -159.7% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling