+41,132.7%
RMD vs DD
+722.6%
+40,410.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -5.0% | -3.5% | -1.5% | -4.0% |
| 30D | +2.2% | -10.3% | +12.5% | +5.3% |
| 3M | +17.8% | -7.5% | +25.4% | +20.3% |
| 6M | -11.3% | -8.0% | -3.3% | -9.9% |
| YTD | -4.4% | +10.5% | -14.9% | -8.0% |
| 1Y | -15.7% | +38.3% | -54.0% | -24.1% |
| 3Y | +47.7% | +42.5% | +5.3% | +29.3% |
| 5Y | -19.2% | +60.2% | -79.4% | -32.6% |
| 10Y | +280.4% | +68.9% | +211.5% | +194.6% |
| All | +41,132.7% | +722.6% | +40,410.0% | +17,311.3% |
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