+39,814.5%
RMD vs DTE
+2,052.1%
+37,762.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -4.5% | +0.9% | -5.3% | -4.8% |
| 30D | +4.6% | -1.9% | +6.5% | +5.2% |
| 3M | +14.8% | -3.3% | +18.1% | +16.0% |
| 6M | -12.1% | -7.1% | -5.0% | -9.9% |
| YTD | -7.5% | +8.1% | -15.6% | -10.7% |
| 1Y | -20.1% | +5.3% | -25.3% | -22.1% |
| 3Y | +53.9% | +48.2% | +5.7% | +30.0% |
| 5Y | -22.2% | +33.2% | -55.4% | -32.1% |
| 10Y | +268.2% | +137.5% | +130.7% | +147.6% |
| All | +39,814.5% | +2,052.1% | +37,762.4% | +14,172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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