+43,035.9%
RMD vs DD
+867.1%
+42,168.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.2% | +6.7% | -6.9% | -2.0% |
| 30D | +1.6% | +19.4% | -17.8% | -3.5% |
| 3M | +6.0% | +7.6% | -1.6% | +3.4% |
| 6M | +17.9% | +2.9% | +15.0% | +16.2% |
| YTD | 0.0% | +29.9% | -29.9% | -8.3% |
| 1Y | -4.5% | +28.6% | -33.2% | -12.2% |
| 3Y | +70.8% | +90.0% | -19.2% | +37.6% |
| 5Y | -2.0% | +68.1% | -70.2% | -19.4% |
| 10Y | +343.4% | +98.7% | +244.6% | +227.0% |
| All | +43,035.9% | +867.1% | +42,168.8% | +17,247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling