+273.7%
RMD vs DD
+67.0%
+206.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.2% | -2.9% | -1.3% | -3.4% |
| 30D | -2.1% | -11.5% | +9.4% | +1.5% |
| 3M | +13.8% | -5.4% | +19.2% | +15.5% |
| 6M | -10.6% | -6.9% | -3.7% | -9.4% |
| YTD | -8.1% | +6.9% | -15.0% | -11.0% |
| 1Y | -18.0% | +35.6% | -53.6% | -26.6% |
| 3Y | +52.9% | +42.5% | +10.3% | +31.4% |
| 5Y | -22.3% | +58.5% | -80.7% | -36.7% |
| All | +273.7% | +67.0% | +206.7% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling