-27.4%
DOW vs RMD
-1.5%
-25.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +16.3% | +1.9% | +14.4% | +15.6% |
| 3M | +9.7% | +6.3% | +3.4% | +8.2% |
| 6M | -14.1% | +18.2% | -32.3% | -17.1% |
| YTD | +46.6% | +0.3% | +46.3% | +45.6% |
| 1Y | +56.8% | -4.3% | +61.1% | +57.3% |
| 3Y | -20.4% | +71.3% | -91.6% | -30.4% |
| 5Y | -27.4% | -1.8% | -25.7% | -31.8% |
| All | -27.4% | -1.5% | -25.9% | -31.8% |
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