-5.7%
RMD vs DD
+70.0%
-75.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +3.1% | +2.2% | +0.9% | +2.4% |
| 30D | +1.8% | +20.7% | -18.9% | -3.8% |
| 3M | +6.7% | +11.3% | -4.6% | +3.1% |
| 6M | +13.9% | +6.0% | +7.9% | +11.3% |
| YTD | -2.0% | +31.7% | -33.7% | -11.1% |
| 1Y | -5.4% | +32.2% | -37.6% | -14.3% |
| 3Y | +67.4% | +92.7% | -25.3% | +29.4% |
| 5Y | -5.7% | +72.1% | -77.8% | -26.9% |
| All | -5.7% | +70.0% | -75.7% | -26.9% |
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