-21.7%
RMD vs DRI
+71.2%
-93.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 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% | +11.5% |
| 6M | -12.1% | +6.5% | -18.5% | -14.0% |
| YTD | -7.5% | +18.4% | -25.9% | -12.5% |
| 1Y | -20.1% | +4.2% | -24.3% | -21.7% |
| 3Y | +53.9% | +57.1% | -3.2% | +30.3% |
| All | -21.7% | +71.2% | -93.0% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling