-10.8%
DOW vs RMD
+146.6%
-157.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -2.4% | -5.0% | +2.6% | -0.9% |
| 30D | +0.4% | +2.2% | -1.8% | -0.4% |
| 3M | -14.4% | +17.8% | -32.2% | -19.0% |
| 6M | -7.0% | -11.3% | +4.4% | -4.4% |
| YTD | +30.2% | -4.4% | +34.6% | +30.3% |
| 1Y | +29.2% | -15.7% | +44.9% | +34.7% |
| 3Y | -36.7% | +47.7% | -84.4% | -47.4% |
| 5Y | -37.7% | -19.2% | -18.5% | -36.4% |
| All | -10.8% | +146.6% | -157.4% | -40.1% |
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