-35.9%
DOW vs RMD
-22.9%
-13.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -6.0% | -4.7% | -1.3% | -5.2% |
| 30D | -2.7% | +0.2% | -3.0% | -2.9% |
| 3M | -10.5% | +12.0% | -22.5% | -12.5% |
| 6M | -12.4% | -12.5% | +0.1% | -10.4% |
| YTD | +30.0% | -7.9% | +38.0% | +31.3% |
| 1Y | +27.8% | -20.4% | +48.2% | +33.1% |
| 3Y | -34.9% | +53.1% | -88.1% | -41.6% |
| 5Y | -35.9% | -22.1% | -13.8% | -42.9% |
| All | -35.9% | -22.9% | -13.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling