+21,517.5%
RMD vs DGX
+8,794.8%
+12,722.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -2.2% | -2.5% | -4.1% |
| 30D | +0.2% | -0.9% | +1.2% | +0.6% |
| 3M | +12.0% | +15.6% | -3.6% | +7.0% |
| 6M | -12.5% | +17.8% | -30.3% | -17.1% |
| YTD | -7.9% | +37.5% | -45.4% | -17.1% |
| 1Y | -20.4% | +31.2% | -51.5% | -27.3% |
| 3Y | +53.1% | +96.6% | -43.5% | +22.4% |
| 5Y | -22.1% | +64.9% | -87.0% | -34.8% |
| 10Y | +275.4% | +254.6% | +20.8% | +144.3% |
| All | +21,517.5% | +8,794.8% | +12,722.8% | +4,417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling