+42,172.8%
RMD vs DRI
+6,827.0%
+35,345.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.1% | +4.2% | -1.1% | +2.3% |
| 30D | +1.8% | +15.7% | -13.9% | -1.0% |
| 3M | +6.7% | +5.8% | +0.9% | +5.4% |
| 6M | +13.9% | +18.4% | -4.5% | +10.0% |
| YTD | -2.0% | +28.2% | -30.2% | -6.9% |
| 1Y | -5.4% | +35.9% | -41.3% | -11.2% |
| 3Y | +67.4% | +67.7% | -0.4% | +49.7% |
| 5Y | -5.7% | +77.9% | -83.6% | -17.2% |
| 10Y | +338.4% | +338.7% | -0.3% | +205.8% |
| All | +42,172.8% | +6,827.0% | +35,345.7% | +19,452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling