-22.1%
RMD vs DG
-39.5%
+17.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -4.7% | -4.8% | +0.1% | -4.0% |
| 30D | +0.2% | +1.8% | -1.5% | -0.1% |
| 3M | +12.0% | +14.5% | -2.5% | +9.7% |
| 6M | -12.5% | -13.6% | +1.0% | -11.0% |
| YTD | -7.9% | -4.8% | -3.1% | -7.7% |
| 1Y | -20.4% | +21.6% | -42.0% | -23.0% |
| 3Y | +53.1% | +4.5% | +48.6% | +46.8% |
| 5Y | -22.1% | -38.5% | +16.3% | -18.0% |
| All | -22.1% | -39.5% | +17.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling