-1.4%
RMD vs DG
+45.3%
-46.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.5% | -2.6% | +4.3% |
| 7D | -3.9% | +12.3% | -16.1% | -5.9% |
| 30D | +7.9% | +19.3% | -11.4% | +4.5% |
| 3M | +8.1% | +11.9% | -3.8% | +5.6% |
| 6M | +15.5% | +25.0% | -9.5% | +10.7% |
| YTD | +0.7% | +8.7% | -8.1% | -1.3% |
| 1Y | -1.4% | +44.7% | -46.1% | -4.4% |
| All | -1.4% | +45.3% | -46.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling