-28.9%
DPZ vs RMD
-7.7%
-21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +15.5% | +2.1% | +13.4% | +14.7% |
| 3M | -2.0% | +6.2% | -8.2% | -3.8% |
| 6M | +12.1% | +19.4% | -7.2% | +6.5% |
| YTD | -16.6% | +0.5% | -17.1% | -17.5% |
| 1Y | -14.6% | -3.9% | -10.6% | -14.6% |
| 3Y | -4.1% | +72.5% | -76.7% | -21.8% |
| All | -28.9% | -7.7% | -21.2% | -29.5% |
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