+71.3%
RMD vs DG
+24.7%
+46.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.8% | -3.0% | +2.1% | -0.5% |
| 30D | +1.7% | +8.6% | -6.9% | +0.8% |
| 3M | +6.4% | +15.0% | -8.6% | +4.8% |
| 6M | +20.7% | +32.7% | -12.0% | +17.2% |
| YTD | -0.2% | +5.5% | -5.7% | -1.1% |
| 1Y | -4.5% | +34.6% | -39.1% | -7.0% |
| All | +71.3% | +24.7% | +46.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling