+153.2%
ECL vs RMD
+265.7%
-112.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.6% |
| 7D | -0.8% | -4.5% | +3.7% | +0.6% |
| 30D | -2.5% | +4.6% | -7.1% | -3.9% |
| 3M | +8.3% | +14.8% | -6.4% | +3.4% |
| 6M | -1.1% | -12.1% | +11.0% | +2.4% |
| YTD | +6.5% | -7.5% | +14.0% | +8.2% |
| 1Y | +2.1% | -20.1% | +22.1% | +8.4% |
| 3Y | +57.6% | +53.9% | +3.7% | +29.2% |
| 5Y | +28.1% | -22.2% | +50.3% | +31.4% |
| 10Y | +153.2% | +268.2% | -115.0% | +73.6% |
| All | +153.2% | +265.7% | -112.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling