-20.1%
RMD vs DRI
+4.8%
-24.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | -4.5% | -1.2% | -3.2% | -4.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | +14.8% | +9.5% | +5.3% | +11.8% |
| 6M | -12.1% | +6.5% | -18.5% | -13.9% |
| YTD | -7.5% | +18.4% | -25.9% | -10.8% |
| 1Y | -20.1% | +4.2% | -24.3% | -24.0% |
| All | -20.1% | +4.8% | -24.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling