-1.4%
RMD vs DD
+49.3%
-50.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.1% |
| 7D | -3.9% | +8.7% | -12.6% | -5.0% |
| 30D | +7.9% | +15.3% | -7.4% | +5.6% |
| 3M | +8.1% | +5.9% | +2.2% | +7.1% |
| 6M | +15.5% | +11.6% | +3.9% | +12.8% |
| YTD | +0.7% | +26.5% | -25.9% | -6.0% |
| 1Y | -1.4% | +35.4% | -36.8% | -9.2% |
| All | -1.4% | +49.3% | -50.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling