-28.8%
DPZ vs RMD
-19.3%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -5.0% | +2.4% | -1.3% |
| 30D | -7.0% | +2.2% | -9.2% | -7.5% |
| 3M | +11.6% | +17.8% | -6.2% | +6.9% |
| 6M | -15.2% | -11.3% | -3.8% | -13.0% |
| YTD | -17.2% | -4.4% | -12.8% | -16.9% |
| 1Y | -24.8% | -15.7% | -9.1% | -22.2% |
| 3Y | -8.7% | +47.7% | -56.4% | -21.2% |
| All | -28.8% | -19.3% | -9.5% | -30.4% |
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