+60.0%
DLR vs RMD
+52.4%
+7.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.2% |
| 7D | +3.4% | -4.5% | +7.9% | +4.3% |
| 30D | -2.2% | +4.6% | -6.8% | -3.2% |
| 3M | +4.7% | +14.8% | -10.1% | +1.3% |
| 6M | +9.0% | -12.1% | +21.1% | +11.4% |
| YTD | +24.1% | -7.5% | +31.6% | +25.0% |
| 1Y | +20.9% | -20.1% | +41.0% | +25.8% |
| 3Y | +60.0% | +53.9% | +6.1% | +46.7% |
| All | +60.0% | +52.4% | +7.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling