+273.7%
RMD vs DG
+99.2%
+174.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -4.2% | -6.3% | +2.1% | -2.7% |
| 30D | -2.1% | +2.4% | -4.5% | -2.7% |
| 3M | +13.8% | +12.4% | +1.3% | +10.4% |
| 6M | -10.6% | -14.9% | +4.3% | -7.7% |
| YTD | -8.1% | -6.1% | -2.0% | -7.5% |
| 1Y | -18.0% | +17.9% | -35.8% | -22.2% |
| 3Y | +52.9% | +3.1% | +49.7% | +42.7% |
| 5Y | -22.3% | -38.7% | +16.4% | -15.7% |
| All | +273.7% | +99.2% | +174.5% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling