+17.9%
ECL vs RMD
-4.0%
+21.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +6.6% | +1.9% | +4.6% | +5.6% |
| 3M | +9.6% | +6.3% | +3.3% | +7.3% |
| 6M | +21.6% | +18.2% | +3.4% | +15.1% |
| YTD | +16.9% | +0.3% | +16.6% | +12.0% |
| 1Y | +17.9% | -4.3% | +22.1% | +14.6% |
| All | +17.9% | -4.0% | +21.8% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling