+271.5%
RMD vs DGX
+255.3%
+16.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -3.1% | -1.2% | -2.0% | -2.7% |
| 3M | +13.8% | +15.8% | -2.0% | +7.2% |
| 6M | -8.6% | +18.2% | -26.8% | -14.7% |
| YTD | -8.6% | +37.2% | -45.8% | -20.1% |
| 1Y | -19.7% | +30.4% | -50.0% | -28.4% |
| 3Y | +48.4% | +96.7% | -48.3% | +10.2% |
| 5Y | -22.7% | +67.2% | -89.9% | -39.6% |
| All | +271.5% | +255.3% | +16.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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