-25.8%
DPZ vs RMD
-4.5%
-21.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +9.5% | -5.3% | +14.8% | +10.9% |
| 30D | +12.8% | +8.4% | +4.4% | +10.2% |
| 3M | -6.2% | +7.1% | -13.4% | -8.2% |
| 6M | +4.3% | +15.8% | -11.5% | -0.2% |
| YTD | -16.6% | +0.2% | -16.8% | -17.4% |
| 1Y | -12.8% | -1.4% | -11.5% | -13.4% |
| 3Y | -0.8% | +61.3% | -62.1% | -17.1% |
| 5Y | -25.8% | -3.9% | -21.9% | -27.5% |
| All | -25.8% | -4.5% | -21.3% | -27.5% |
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