-22.2%
RMD vs DD
+61.7%
-83.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +4.6% | -7.4% | +12.0% | +6.8% |
| 3M | +14.8% | -6.4% | +21.2% | +16.7% |
| 6M | -12.1% | -2.5% | -9.6% | -12.1% |
| YTD | -7.5% | +10.2% | -17.7% | -11.2% |
| 1Y | -20.1% | +36.9% | -57.0% | -28.4% |
| 3Y | +53.9% | +47.0% | +6.9% | +31.2% |
| 5Y | -22.2% | +63.1% | -85.4% | -36.2% |
| All | -22.2% | +61.7% | -83.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling