+996.5%
RMD vs DG
+606.1%
+390.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -5.0% | +8.4% | -13.4% | -6.6% |
| 30D | +2.2% | +4.9% | -2.7% | +1.1% |
| 3M | +17.8% | +29.3% | -11.5% | +11.4% |
| 6M | -11.3% | -11.3% | -0.1% | -9.6% |
| YTD | -4.4% | +1.8% | -6.2% | -5.4% |
| 1Y | -15.7% | +25.3% | -41.1% | -20.6% |
| 3Y | +47.7% | +9.1% | +38.7% | +37.9% |
| 5Y | -19.2% | -34.9% | +15.7% | -15.5% |
| 10Y | +280.4% | +108.2% | +172.2% | +212.0% |
| All | +996.5% | +606.1% | +390.4% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling