-28.1%
DT vs RMD
-21.0%
-7.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.1% |
| 7D | -4.9% | -4.5% | -0.4% | -3.5% |
| 30D | +2.7% | +4.6% | -1.9% | +1.3% |
| 3M | +20.0% | +14.8% | +5.2% | +14.7% |
| 6M | +28.0% | -12.1% | +40.1% | +32.7% |
| YTD | +16.0% | -7.5% | +23.5% | +17.8% |
| 1Y | +0.7% | -20.1% | +20.8% | +7.4% |
| 3Y | +6.2% | +53.9% | -47.7% | -18.2% |
| 5Y | -28.1% | -22.2% | -5.9% | -20.0% |
| All | -28.1% | -21.0% | -7.1% | -20.0% |
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