-3.9%
RMD vs DOC
-22.1%
+18.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.3% | +6.2% | -11.6% | -7.1% |
| 30D | +8.4% | +6.5% | +2.0% | +6.3% |
| 3M | +7.1% | -6.2% | +13.4% | +9.1% |
| 6M | +15.8% | +25.6% | -9.8% | +7.0% |
| YTD | +0.2% | +32.1% | -31.9% | -9.3% |
| 1Y | -1.4% | +20.3% | -21.7% | -7.9% |
| 3Y | +61.3% | +42.7% | +18.6% | +38.1% |
| 5Y | -3.9% | -22.2% | +18.3% | +7.8% |
| All | -3.9% | -22.1% | +18.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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