+202.3%
ECL vs RMD
+347.3%
-145.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.9% | +2.1% | +0.8% | +2.2% |
| 30D | +7.5% | +2.1% | +5.4% | +6.6% |
| 3M | +12.2% | +6.2% | +6.0% | +9.8% |
| 6M | +24.6% | +19.4% | +5.2% | +17.0% |
| YTD | +18.8% | +0.5% | +18.2% | +17.2% |
| 1Y | +19.3% | -3.9% | +23.3% | +19.4% |
| 3Y | +78.2% | +72.5% | +5.7% | +40.9% |
| 5Y | +38.8% | -1.5% | +40.3% | +31.3% |
| All | +202.3% | +347.3% | -145.1% | +103.5% |
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