-19.3%
RMD vs DOC
-24.5%
+5.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -5.0% | -1.5% | -3.5% | -4.5% |
| 30D | +2.2% | -4.8% | +7.0% | +3.7% |
| 3M | +17.8% | +6.9% | +11.0% | +15.3% |
| 6M | -11.3% | +20.7% | -32.1% | -16.9% |
| YTD | -4.4% | +34.1% | -38.6% | -13.7% |
| 1Y | -15.7% | +22.6% | -38.4% | -21.7% |
| 3Y | +47.7% | +20.8% | +26.9% | +35.7% |
| All | -19.3% | -24.5% | +5.3% | -11.5% |
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